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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 selection : efficient diversification of investments
Markowitz, Harry - 1991 - 2. ed.
Persistent link: https://www.econbiz.de/10000810436
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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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Portfolio selection
Fabozzi, Frank J.; Markowitz, Harry; Gupta, Francis - 2008
Persistent link: https://www.econbiz.de/10003764397
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Portfolio selection : efficient diversification of investments
Markowitz, Harry - 1970 - Second printing
Persistent link: https://www.econbiz.de/10000055984
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A note on semivariance
Jin, Hanqing; Markowitz, Harry; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10003336783
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A taxonomy of utility functions
Gillen, Benjamin J.; Markowitz, Harry - In: Variations in economic analysis : essays in honor of …, (pp. 60-68). 2008
Persistent link: https://www.econbiz.de/10003805538