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~isPartOf:"International journal of theoretical and applied finance"
~person:"Kim, Young Shin"
~person:"Korn, Ralf"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Kim, Young Shin
Korn, Ralf
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
4
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3
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International journal of theoretical and applied finance
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
Insurance / Mathematics & economics
2
Risks : open access journal
2
Advances in risk management
1
Analytical models for financial modeling and risk management
1
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1
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Computational Management Science : CMS
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Finance and stochastics
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Finance research letters
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Graduate studies in mathematics : GSM
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IMA journal of management mathematics
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of theoretical and applied finance : IJTAF
1
Investment management and financial innovations
1
Journal of banking & finance
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
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OR spectrum : quantitative approaches in management
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OR-Spektrum : quantitative approaches in management
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Operations research letters
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Research paper series / Swiss Finance Institute
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Studienbücher Wirtschaftsmathematik
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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ECONIS (ZBW)
9
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1
A concise characterization of optimal consumption with logarithmic preferences
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-7
Persistent link: https://www.econbiz.de/10010197180
Saved in:
2
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
3
Lifetime consumption and investment for worst-case crash scenarios
Desmettre, Sascha
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403176
Saved in:
4
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
5
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
6
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
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