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~person:"Korn, Ralf"
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Portfolio selection
56
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11
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11
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Korn, Ralf
Fabozzi, Frank J.
258
Maurer, Raimond
138
Mitchell, Olivia S.
115
Guidolin, Massimo
101
Platen, Eckhard
96
Campbell, John Y.
82
Satchell, Stephen
80
Lo, Andrew W.
78
McAleer, Michael
78
Gollier, Christian
75
Hens, Thorsten
71
Ang, Andrew
70
Uppal, Raman
68
Kraft, Holger
67
Bodie, Zvi
59
Markowitz, Harry
58
Schenk-Hoppé, Klaus Reiner
56
Wong, Wing Keung
56
Viceira, Luis M.
55
Blake, David
54
Levy, Haim
54
Weber, Martin
54
Zaremba, Adam
54
Li, Duan
52
Lucas, André
52
Elton, Edwin J.
51
Stambaugh, Robert F.
51
Post, Thierry
49
Prigent, Jean-Luc
49
Wermers, Russ
48
Poterba, James M.
47
Zagst, Rudi
47
Kelly, Bryan T.
46
Račev, Svetlozar T.
46
Scherer, Bernd
46
Vanduffel, Steven
46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
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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
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
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2
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1
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ECONIS (ZBW)
56
USB Cologne (EcoSocSci)
1
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1
Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf
;
Korn, Elke
-
2001
Persistent link: https://www.econbiz.de/10011513289
Saved in:
2
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
3
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Portfoliooptimierung im Binomialmodell
Kröner, Henriette
-
2014
Persistent link: https://www.econbiz.de/10010517809
Saved in:
9
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
10
Zinsoptimiertes Schuldenmanagement
Peters, Christoph
-
2014
Persistent link: https://www.econbiz.de/10010528510
Saved in:
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