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~subject:"Portfolio selection"
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Worst Case Portfolio Optimizat...
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Portfolio selection
Theorie
108
Theory
107
Portfolio-Management
84
Optionspreistheorie
32
Option pricing theory
28
Stochastischer Prozess
26
Stochastic process
25
cointegration
25
Mathematical programming
24
Mathematische Optimierung
24
Risk
14
Lebensversicherung
13
Risiko
13
Life insurance
12
economic growth
12
CAPM
11
Control theory
11
Denmark
11
Finanzmathematik
11
Kontrolltheorie
11
cointegrated VAR
11
Black-Scholes model
10
Investment
10
Lebenszyklus
10
Life cycle
10
Risikomanagement
10
general equilibrium
10
Altersvorsorge
9
Black-Scholes-Modell
9
Dynamische Optimierung
9
Investition
9
Malthus
9
Option trading
9
Optionsgeschäft
9
Retirement provision
9
experiment
9
monetary policy
9
voting
9
Dividend
8
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Free
28
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15
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Article
50
Book / Working Paper
33
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Article in journal
48
Aufsatz in Zeitschrift
48
Graue Literatur
9
Non-commercial literature
9
Hochschulschrift
5
Arbeitspapier
4
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4
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4
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2
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Language
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English
79
German
4
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Korn, Ralf
56
Steffensen, Mogens
28
Kraft, Holger
13
Desmettre, Sascha
8
Seifried, Frank Thomas
8
Korn, Elke
4
Grün, Sarah
3
Nordfang, Maj-Britt
3
Buckley, I. R. C.
2
Gu, Jiawen
2
Klüppelberg, Claudia
2
Kroisandt, Gerald
2
Kryger, Esben Masotti
2
Müller, Lukas
2
Ruckdeschel, Peter
2
Schäl, Manfred
2
Selcuk-Kestel, A. Sevtap
2
Zheng, Harry
2
Albrecher, Hansjörg
1
Alp, Ozge Sezgin
1
Avanzi, B.
1
Bauer, Daniel
1
Beißer, Marcel
1
Beletski, Taras
1
Boado-Penas, M. Carmen
1
Brinker, Leonie V.
1
Busch, Michael
1
Chen, An
1
Chen, Lihua
1
Christiansen, Marcus Christian
1
Constantinescu, Corina
1
Eisenberg, Julia
1
Embrechts, Paul
1
Emmer, Susanne
1
Engler, Tina
1
Falden, Debbie Kusch
1
Filipović, Damir
1
Geisinger, Leander
1
Gu, Jia-Wen
1
Guillén, Montserrat
1
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Johannes Gutenberg-Universität Mainz
3
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International journal of theoretical and applied finance
7
Mathematical methods of operations research
6
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Risks : open access journal
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Insurance / Mathematics & economics
3
Finance and stochastics
2
International journal of theoretical and applied finance : IJTAF
2
OR spectrum : quantitative approaches in management
2
Quantitative finance
2
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
2
Advances in risk management
1
Analytical models for financial modeling and risk management
1
Applied mathematical finance
1
CFS working paper series
1
Chapman & Hall / CRC financial mathematics series
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
European journal of operational research : EJOR
1
Graduate studies in mathematics : GSM
1
IMA journal of management mathematics
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
1
Research paper series / Swiss Finance Institute
1
SAFE Working Paper
1
SAFE working paper
1
Studienbücher Wirtschaftsmathematik
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ECONIS (ZBW)
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61
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:
62
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:
63
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:
64
Optimal consumption and investment for a large investor : an intensity-based control framework
Busch, Michael
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 687-717
Persistent link: https://www.econbiz.de/10010187678
Saved in:
65
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
Saved in:
66
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
67
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
68
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
69
Worst-case scenario portfolio optimization : a new stochastic control approach
Korn, Ralf
;
Menkens, Olaf
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003114493
Saved in:
70
Optimal investment with inflation-linked products
Beletski, Taras
;
Korn, Ralf
- In:
Advances in risk management
,
(pp. 170-190)
.
2007
Persistent link: https://www.econbiz.de/10003401601
Saved in:
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