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Portfolio selection
56
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56
Theorie
48
Theory
48
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11
Mathematische Optimierung
11
Option pricing theory
11
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Korn, Ralf
Fabozzi, Frank J.
277
Broll, Udo
226
Maurer, Raimond
144
McAleer, Michael
124
Mitchell, Olivia S.
118
Gupta, Rangan
116
Caporale, Guglielmo Maria
113
Platen, Eckhard
106
Guidolin, Massimo
101
Campbell, John Y.
99
Lien, Da-hsiang Donald
98
Lo, Andrew W.
89
Dullien, Sebastian
88
Gillman, Max
88
Wahl, Jack E.
88
Satchell, Stephen
81
Fischer, Stanley
76
Bodie, Zvi
75
Hammoudeh, Shawkat
75
Ang, Andrew
74
Gollier, Christian
74
Kit, Pong Wong
74
Hens, Thorsten
71
Ohnsorge, Franziska
71
Svensson, Lars E. O.
70
Kraft, Holger
69
Belke, Ansgar
68
Cecchetti, Stephen G.
67
Kose, M. Ayhan
67
Viceira, Luis M.
67
Tober, Silke
66
Ascari, Guido
65
Blake, David
65
Ha, Jongrim
65
Uppal, Raman
63
Aizenman, Joshua
62
Siklos, Pierre L.
62
Cukierman, Alex
60
Engle, Robert F.
60
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Johannes Gutenberg-Universität Mainz
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International journal of theoretical and applied finance
8
Berichte zur Stochastik und verwandten Gebieten
5
Mathematical methods of operations research
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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3
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ECONIS (ZBW)
59
RePEc
1
USB Cologne (EcoSocSci)
1
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1
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
Saved in:
2
Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf
;
Korn, Elke
-
2001
Persistent link: https://www.econbiz.de/10011513289
Saved in:
3
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
Saved in:
4
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
Saved in:
5
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:
6
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
7
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
Saved in:
8
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
Saved in:
9
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
Saved in:
10
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
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