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~person:"Korn, Ralf"
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Portfolio selection
56
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11
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Korn, Ralf
Fabozzi, Frank J.
236
Maurer, Raimond
129
Mitchell, Olivia S.
119
Guidolin, Massimo
99
Platen, Eckhard
92
Campbell, John Y.
88
Satchell, Stephen
78
Lo, Andrew W.
76
McAleer, Michael
76
Gollier, Christian
72
Hens, Thorsten
71
Ang, Andrew
70
Jappelli, Tullio
66
Uppal, Raman
66
Kraft, Holger
64
Crossley, Thomas F.
60
Bacchetta, Philippe
57
Pistaferri, Luigi
56
Schenk-Hoppé, Klaus Reiner
56
Wong, Wing Keung
56
Koeniger, Winfried
55
Markowitz, Harry
55
Viceira, Luis M.
55
Bodie, Zvi
54
Blake, David
53
Guiso, Luigi
53
Levy, Haim
53
Pedersen, Lasse Heje
53
Zaremba, Adam
53
Li, Duan
52
Stambaugh, Robert F.
51
Weber, Martin
51
Elton, Edwin J.
48
Harvey, Campbell R.
48
Poterba, James M.
48
Post, Thierry
47
Prigent, Jean-Luc
47
Wermers, Russ
47
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47
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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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1
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ECONIS (ZBW)
56
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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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