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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~isPartOf:"Mathematical methods of operations research"
~person:"Gil-Alaña, Luis A."
~person:"Korn, Ralf"
~subject:"Share price"
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Portfolio-Management
United States
Share price
Portfolio selection
6
Theorie
6
Theory
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Dynamic programming
2
Dynamische Optimierung
2
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1
Entscheidung unter Unsicherheit
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Gil-Alaña, Luis A.
Korn, Ralf
Bäuerle, Nicole
3
Chen, An
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2
Hlouskova, Jaroslava
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Kallsen, Jan
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International journal of theoretical and applied finance : IJTAF
Mathematical methods of operations research
Economics and finance working paper series
10
CESifo working papers
7
International journal of theoretical and applied finance
6
Berichte zur Stochastik und verwandten Gebieten
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied economics letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
2
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
3
Worst-case scenario portfolio optimization : a new stochastic control approach
Korn, Ralf
;
Menkens, Olaf
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003114493
Saved in:
4
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
5
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
6
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
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