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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~person:"Buescu, Cristin"
~person:"Korn, Ralf"
~person:"Stricker, Christophe"
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Buescu, Cristin
Korn, Ralf
Stricker, Christophe
Muhle-Karbe, Johannes
7
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7
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7
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6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
International journal of theoretical and applied finance
8
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
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ECONIS (ZBW)
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1
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
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
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
Saved in:
4
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:
5
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
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6
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Saved in:
7
A note on the effects of taxes on optimal investment
Buescu, Cristin
;
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
Saved in:
8
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
Saved in:
9
Investors' preference for a positive tax rate depends on the level of the interest rate
Buescu, Cristin
;
Cadenillas, Abel
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 163-180
Persistent link: https://www.econbiz.de/10003591562
Saved in:
10
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
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