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~person:"Korn, Ralf"
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Portfolio selection
56
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56
Theorie
45
Theory
45
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11
Mathematische Optimierung
11
Option pricing theory
9
Optionspreistheorie
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English
53
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Korn, Ralf
Fabozzi, Frank J.
269
Maurer, Raimond
137
Mitchell, Olivia S.
115
Guidolin, Massimo
104
Platen, Eckhard
103
Bouri, Elie
92
Satchell, Stephen
85
Corbet, Shaen
83
McAleer, Michael
81
Campbell, John Y.
80
Gollier, Christian
77
Hens, Thorsten
76
Zaremba, Adam
76
Lo, Andrew W.
75
Lucey, Brian M.
73
Ang, Andrew
71
Kraft, Holger
66
Jouini, Elyès
65
Caporale, Guglielmo Maria
64
Uppal, Raman
63
Vayanos, Dimitri
63
Stambaugh, Robert F.
61
Bodie, Zvi
59
Wong, Wing Keung
58
Grobys, Klaus
57
Kempf, Alexander
57
Markowitz, Harry
57
Schenk-Hoppé, Klaus Reiner
57
Post, Thierry
56
Viceira, Luis M.
56
Yarovaya, Larisa
56
Jarrow, Robert A.
55
Levy, Haim
54
Weber, Martin
54
Blake, David
53
Härdle, Wolfgang
53
Tiwari, Aviral Kumar
53
Li, Duan
52
Elton, Edwin J.
51
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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
Insurance / Mathematics & economics
2
Risks : open access journal
2
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1
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1
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1
Graduate studies in mathematics : GSM
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IMA journal of management mathematics
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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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