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Portfolio selection
56
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56
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45
Theory
45
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11
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11
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9
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Korn, Ralf
Fabozzi, Frank J.
225
Maurer, Raimond
118
Mitchell, Olivia S.
116
Guidolin, Massimo
95
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
77
Uppal, Raman
76
Gollier, Christian
75
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Kraft, Holger
69
Hens, Thorsten
63
Guiso, Luigi
57
Wong, Wing Keung
54
Bodie, Zvi
53
Viceira, Luis M.
53
Zaremba, Adam
52
Markowitz, Harry
51
Schenk-Hoppé, Klaus Reiner
51
Stambaugh, Robert F.
51
Blake, David
50
Levy, Haim
50
Post, Thierry
50
Weber, Martin
49
Jappelli, Tullio
48
Li, Duan
48
Lucas, André
47
Wermers, Russ
47
Zhou, Guofu
47
Pedersen, Lasse Heje
46
Prigent, Jean-Luc
46
Kelly, Bryan T.
44
Vanduffel, Steven
44
Zagst, Rudi
44
Poterba, James M.
43
Agarwal, Vikas
42
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42
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Johannes Gutenberg-Universität Mainz
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International journal of theoretical and applied finance
7
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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3
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ECONIS (ZBW)
56
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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
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
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