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Decisions in economics and finance : DEF ; a journal of applied mathematics
Discussion Papers / Økonomisk Institut, Københavns Universitet
679
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The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
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2
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
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3
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
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