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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
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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
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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
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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
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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
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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