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~person:"Korn, Ralf"
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Search: subject:"modern portfolio theory"
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Portfolio selection
56
Portfolio-Management
56
Theorie
45
Theory
45
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11
Mathematische Optimierung
11
Option pricing theory
9
Optionspreistheorie
9
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52
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Korn, Ralf
Fabozzi, Frank J.
225
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
94
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
77
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Gollier, Christian
68
Kraft, Holger
63
Uppal, Raman
63
Hens, Thorsten
61
Wong, Wing Keung
54
Bodie, Zvi
53
Viceira, Luis M.
53
Markowitz, Harry
51
Stambaugh, Robert F.
51
Zaremba, Adam
51
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Blake, David
49
Li, Duan
48
Weber, Martin
48
Wermers, Russ
47
Post, Thierry
46
Prigent, Jean-Luc
46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Kelly, Bryan T.
44
Lucas, André
44
Zagst, Rudi
44
Poterba, James M.
43
Vanduffel, Steven
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
Agarwal, Vikas
40
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Johannes Gutenberg-Universität Mainz
3
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International journal of theoretical and applied finance
7
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
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2
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2
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1
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1
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1
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1
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1
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1
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1
Graduate studies in mathematics : GSM
1
IMA journal of management mathematics
1
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1
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1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
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ECONIS (ZBW)
56
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51
Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
Buckley, I. R. C.
-
1997
Persistent link: https://www.econbiz.de/10000960546
Saved in:
52
Some applications of L 2-hedging with a non-negative wealth process
Korn, Ralf
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10001226739
Saved in:
53
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
Saved in:
54
Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
Korn, Ralf
-
1997
Persistent link: https://www.econbiz.de/10014277429
Saved in:
55
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
Saved in:
56
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
Saved in:
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