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~person:"Korn, Ralf"
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Portfolio selection
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Korn, Ralf
Fabozzi, Frank J.
245
Maurer, Raimond
125
Mitchell, Olivia S.
115
Platen, Eckhard
100
Guidolin, Massimo
95
McAleer, Michael
83
Satchell, Stephen
80
Campbell, John Y.
78
Lo, Andrew W.
75
Ang, Andrew
73
Gollier, Christian
71
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68
Kraft, Holger
64
Uppal, Raman
63
Schenk-Hoppé, Klaus Reiner
58
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55
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54
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54
Bodie, Zvi
53
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53
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53
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53
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51
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51
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49
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49
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48
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48
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47
Prigent, Jean-Luc
47
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46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Zimmermann, Heinz
45
Evstigneev, Igor V.
44
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44
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44
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International journal of theoretical and applied finance
7
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5
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4
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3
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1
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ECONIS (ZBW)
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1
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
Saved in:
2
Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf
;
Korn, Elke
-
2001
Persistent link: https://www.econbiz.de/10011513289
Saved in:
3
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
4
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
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5
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:
6
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
Saved in:
7
Monte Carlo methods and models in finance and insurance
Korn, Ralf
;
Korn, Elke
;
Kroisandt, Gerald
-
2010
Persistent link: https://www.econbiz.de/10003895954
Saved in:
8
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
Saved in:
9
Portfoliooptimierung im Binomialmodell
Kröner, Henriette
-
2014
Persistent link: https://www.econbiz.de/10010517809
Saved in:
10
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
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