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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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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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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 : new variations of an old theme
Korn, Ralf - In: Computational Management Science : CMS 5 (2008) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
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A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
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Monte Carlo methods and models in finance and insurance
Korn, Ralf; Korn, Elke; Kroisandt, Gerald - 2010
Persistent link: https://www.econbiz.de/10003895954
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An improved test for statistical arbitrage
Jarrow, Robert A.; Teo, Melvyn; Tse, Yiu Kuen; … - In: Journal of financial markets 15 (2012) 1, pp. 47-80
Persistent link: https://www.econbiz.de/10009356613
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Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin; Korn, Ralf - In: Decisions in economics and finance : DEF ; a journal of … 34 (2011) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
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Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886