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~person:"Korn, Ralf"
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Optimal Portfolio Management o...
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Portfolio selection
56
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56
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Theory
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11
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11
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Korn, Ralf
Fabozzi, Frank J.
225
Tisdell, Clement A.
203
Maurer, Raimond
118
Mitchell, Olivia S.
116
Guidolin, Massimo
95
Platen, Eckhard
91
Quiggin, John
83
Campbell, John Y.
78
Gollier, Christian
77
Satchell, Stephen
77
Uppal, Raman
76
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Kraft, Holger
69
Hens, Thorsten
63
Guiso, Luigi
57
Bennett, Jeffrey W.
56
Wong, Wing Keung
54
Bodie, Zvi
53
Pannell, David J.
53
Viceira, Luis M.
53
Zaremba, Adam
53
Markowitz, Harry
51
Post, Thierry
51
Schenk-Hoppé, Klaus Reiner
51
Stambaugh, Robert F.
51
Blake, David
50
Levy, Haim
50
Jappelli, Tullio
49
Weber, Martin
49
Zilberman, David
49
Li, Duan
48
Michaelowa, Axel
47
Wermers, Russ
47
Zhou, Guofu
47
Pedersen, Lasse Heje
46
Prigent, Jean-Luc
46
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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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2
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1
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ECONIS (ZBW)
56
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1
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
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 : 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:
5
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:
6
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:
7
Portfoliooptimierung im Binomialmodell
Kröner, Henriette
-
2014
Persistent link: https://www.econbiz.de/10010517809
Saved in:
8
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
9
Zinsoptimiertes Schuldenmanagement
Peters, Christoph
-
2014
Persistent link: https://www.econbiz.de/10010528510
Saved in:
10
A concise characterization of optimal consumption with logarithmic preferences
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-7
Persistent link: https://www.econbiz.de/10010197180
Saved in:
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