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type:"article"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Guidolin, Massimo"
~person:"Korn, Ralf"
~person:"Post, Thierry"
~person:"Wong, Hoi Ying"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
4
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Guidolin, Massimo
Korn, Ralf
Post, Thierry
Wong, Hoi Ying
Zhou, Xun Yu
7
Platen, Eckhard
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Guasoni, Paolo
5
Li, Duan
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Muhle-Karbe, Johannes
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
7
Insurance / Mathematics & economics
6
European journal of operational research : EJOR
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical methods of operations research
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Journal of banking & finance
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The journal of asset management
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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IMA journal of management mathematics
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Operations research letters
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The journal of real estate finance and economics
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Finance and stochastics
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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The review of financial studies
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European financial management : the journal of the European Financial Management Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of multinational financial management
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OR-Spektrum : quantitative approaches in management
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Optimal consumption and investment for a large investor : an intensity-based control framework
Busch, Michael
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 687-717
Persistent link: https://www.econbiz.de/10010187678
Saved in:
2
On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
Saved in:
3
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
4
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
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