Narrow search
Showing 1 - 10 of 59
Cover Image
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen; Brinker, Leonie V.; Eisenberg, Julia - In: Insurance / Mathematics & economics 109 (2023), pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Cover Image
Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
Korn, Ralf - 1997
Persistent link: https://www.econbiz.de/10014277429
Cover Image
Constant proportion portfolio insurance in defined contribution pension plan management
Temocin, Busra Zeynep; Korn, Ralf; Selcuk-Kestel, A. Sevtap - In: Analytical models for financial modeling and risk management, (pp. 329-348). 2018
Persistent link: https://www.econbiz.de/10011897186
Cover Image
Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
Korn, Ralf - 1997
Persistent link: https://www.econbiz.de/10004346681
Cover Image
Actuarial and financial risk management in networks
Awiszus, Kerstin - 2020
Persistent link: https://www.econbiz.de/10012308651
Cover Image
A new variance reduction technique for estimating value-at-risk
Korn, Ralf; Pupashenko, Mykhailo - In: Applied mathematical finance 22 (2015) 1/2, pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
Cover Image
Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf; Korn, Elke - 2001
Persistent link: https://www.econbiz.de/10011513289
Cover Image
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf - 1994
Persistent link: https://www.econbiz.de/10000903142
Cover Image
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
Cover Image
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