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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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Portfolio optimization for an investor with a benchmark
Korn, Ralf; Lindberg, Carl - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
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Robust worst-case optimal investment
Desmettre, Sascha; Korn, Ralf; Ruckdeschel, Peter; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
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Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf; Müller, Lukas - In: Mathematics and financial economics 16 (2022) 1, pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
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Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk; Korn, Ralf - In: Insurance / Mathematics & economics 84 (2019), pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
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Multi-asset worst-case optimal portfolios
Korn, Ralf; Leoff, Elisabeth - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
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Portfolio optimization with early announced discrete dividends
Desmettre, Sascha; Grün, Sarah; Korn, Ralf - In: Operations research letters 46 (2018) 5, pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
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Discrete dividends: modeling, estimation and portfolio optimization
Grün, Sarah - 2017
Persistent link: https://www.econbiz.de/10012169122
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Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger - 2004
Persistent link: https://www.econbiz.de/10002018962
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Portfoliooptimierung im Binomialmodell
Kröner, Henriette - 2014
Persistent link: https://www.econbiz.de/10010517809