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Optionsbewertung und Portfolio-Optimierung : moderne Methoden der Finanzmathematik
Korn, Ralf; Korn, Elke - 2001 - 2., verb. Aufl.
Persistent link: https://www.econbiz.de/10001609980
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Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf - 1994
Persistent link: https://www.econbiz.de/10000903142
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
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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
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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Who should buy long-term bonds?
Campbell, John Y.; Viceira, Luis M. - 1998
Persistent link: https://www.econbiz.de/10000682920
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Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.; Viceira, Luis M. - 1996
Persistent link: https://www.econbiz.de/10000613973
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Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.; Viceira, Luis M. - In: The quarterly journal of economics 114 (1999) 2, pp. 433-495
Persistent link: https://www.econbiz.de/10001410484
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Investing retirement wealth : a life-cycle model
Campbell, John Y. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001376963
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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