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Aspects and applications of the Wilkie investment model
Ishak, Norizarina - 2015
Persistent link: https://www.econbiz.de/10011346894
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The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi; Korn, Ralf; Selcuk-Kestel, A. Sevtap - In: Computational economics 61 (2023) 2, pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
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House prices as a result of trading activities : a patient trader model
Korn, Ralf; Yilmaz, Bilgi - In: Computational economics 60 (2022) 1, pp. 281-303
Persistent link: https://www.econbiz.de/10013262679
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Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf; Korn, Elke - 2001
Persistent link: https://www.econbiz.de/10011513289
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Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf - 1994
Persistent link: https://www.econbiz.de/10000903142
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
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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
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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Some applications of L 2-hedging with a non-negative wealth process
Korn, Ralf - In: Applied mathematical finance 4 (1997) 1, pp. 65-79
Persistent link: https://www.econbiz.de/10001226739
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Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C. - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001251052