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~person:"Korn, Ralf"
~subject:"Game theory"
~subject:"Portfolio selection"
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Game theory
Portfolio selection
Theorie
66
Theory
66
Portfolio-Management
45
Option pricing theory
13
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13
Stochastischer Prozess
8
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Korn, Ralf
Güth, Werner
154
Fabozzi, Frank J.
122
Maurer, Raimond
72
Tijs, Stef
60
Platen, Eckhard
54
Fudenberg, Drew
53
Borm, Peter
50
Binmore, Ken
49
Gollier, Christian
48
Samuelson, Larry
47
Wooders, Myrna Holtz
46
Carraro, Carlo
45
Uppal, Raman
43
Dufwenberg, Martin
42
Kliemt, Hartmut
42
Mitchell, Olivia S.
42
Morris, Stephen
41
Peleg, Bezalel
41
Selten, Reinhard
41
Ang, Andrew
40
Guidolin, Massimo
40
Holler, Manfred J.
39
Lambertini, Luca
39
Damme, Eric E. C. van
38
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Levine, David K.
37
Post, Thierry
37
Shubik, Martin
37
Aumann, Robert J.
36
Lo, Andrew W.
36
Herings, Peter Jean-Jacques
35
Huck, Steffen
35
Satchell, Stephen
35
Palfrey, Thomas R.
33
Prigent, Jean-Luc
33
Schenk-Hoppé, Klaus Reiner
33
Weibull, Jörgen W.
33
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Johannes Gutenberg-Universität Mainz
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International journal of theoretical and applied finance
6
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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ECONIS (ZBW)
45
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1
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
Saved in:
2
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
Saved in:
3
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:
4
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
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