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~person:"Escobar, Marcos"
~person:"Korn, Ralf"
~subject:"Portfolio selection"
~subject:"Recht"
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Portfolio selection
Recht
Theorie
106
Theory
106
Portfolio-Management
77
Stochastischer Prozess
23
Stochastic process
22
Option pricing theory
13
Optionspreistheorie
13
Erwartungsnutzen
12
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12
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10
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10
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Escobar, Marcos
Korn, Ralf
Fabozzi, Frank J.
123
Maurer, Raimond
93
Koppe, Fritz
63
Platen, Eckhard
54
Gollier, Christian
48
Mitchell, Olivia S.
43
Uppal, Raman
43
Ang, Andrew
40
Guidolin, Massimo
40
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Post, Thierry
35
Satchell, Stephen
35
Lo, Andrew W.
34
Prigent, Jean-Luc
33
Viceira, Luis M.
33
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32
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32
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31
Zagst, Rudi
31
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29
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29
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28
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28
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28
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28
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28
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27
Baumbach, Adolf
27
Başak, Suleyman
27
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27
Lioui, Abraham
27
Wang, Ruodu
27
Weber, Martin
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
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Johannes Gutenberg-Universität Mainz
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International journal of theoretical and applied finance
8
Mathematical methods of operations research
5
Quantitative finance
5
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4
Risks : open access journal
4
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ECONIS (ZBW)
77
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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
Saved in:
2
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
Saved in:
3
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
Saved in:
4
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
Saved in:
5
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
6
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
Saved in:
7
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:
8
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
Saved in:
9
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
Saved in:
10
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
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