//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Adressrisikomodelle: Die Risik...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
68
Theory
68
Portfolio selection
59
Portfolio-Management
59
Optionspreistheorie
31
Option pricing theory
27
Stochastischer Prozess
15
Stochastic process
14
Mathematical programming
11
Mathematische Optimierung
11
Black-Scholes model
10
Finanzmathematik
10
Black-Scholes-Modell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Optimal portfolios
8
Option trading
8
Optionsgeschäft
8
Risikomanagement
8
Credit risk
7
Kreditrisiko
7
Mathematical finance
7
Dividend
6
Dividende
6
Estimation theory
6
Forecasting model
6
Martingal
6
Prognoseverfahren
6
Risikomaß
6
Risk management
6
Risk measure
6
Schätztheorie
6
Solvency II
6
Yield curve
6
Zinsstruktur
6
life insurance
6
proxy modeling
6
Actuarial mathematics
5
CAPM
5
Control theory
5
more ...
less ...
Online availability
All
Free
59
Undetermined
48
Type of publication
All
Article
149
Book / Working Paper
66
Type of publication (narrower categories)
All
Article in journal
74
Aufsatz in Zeitschrift
74
Graue Literatur
16
Non-commercial literature
16
Article
12
Hochschulschrift
12
Thesis
6
Aufsatz im Buch
5
Book section
5
Lehrbuch
5
Textbook
5
Collection of articles of several authors
4
Sammelwerk
4
Arbeitspapier
3
Einführung
3
Working Paper
3
Collection of articles written by one author
2
Sammlung
2
Dissertation u.a. Prüfungsschriften
1
Forschungsbericht
1
Konferenzschrift
1
Mikroform
1
more ...
less ...
Language
All
English
118
Undetermined
69
German
28
Author
All
Korn, Ralf
190
Vorgrimler, Stephan
20
Desmettre, Sascha
13
Kraft, Holger
11
Schlottmann, Frank
8
Seifried, Frank Thomas
8
Korn, Elke
6
Krah, Anne-Sophie
6
Lesko, Michael
6
Nikolić, Zoran
6
Schnabl, Jan
6
Schnürch, Simon
6
Schäl, Manfred
6
Coskun, Sema
5
Grün, Sarah
5
Menkens, Olaf
5
Wilmott, Paul
5
KORN, RALF
4
Kleinow, Torsten
4
Klüppelberg, Claudia
4
Müller, Stefanie
4
Schweizer, Martin
4
Trautmann, Siegfried
4
Emmer, Susanne
3
Ender, Manuela
3
Engler, Tina
3
Knobloch, Robert
3
Liang, Qian
3
Luderer, Bernd
3
Müller, Lukas
3
Schieborn, Dirk
3
Seese, Detlef
3
Steffensen, Mogens
3
Wagner, Andreas
3
Wiese, Magnus
3
Bayer, Dennis
2
Biller, Irene
2
Boado-Penas, M. Carmen
2
Bock, Alona
2
Buckley, I. R. C.
2
more ...
less ...
Institution
All
Johannes Gutenberg-Universität Mainz
7
Springer Fachmedien Wiesbaden
3
Gottfried Wilhelm Leibniz Universität Hannover
1
International Actuarial Association
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Økonomisk Institut, Københavns Universitet
1
Published in...
All
Mathematical methods of operations research
11
Risks
10
Risks : open access journal
10
International journal of theoretical and applied finance
9
Berichte zur Stochastik und verwandten Gebieten
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Risiko-Manager
8
Finance and stochastics
7
Computational Statistics
6
Mathematical Methods of Operations Research
6
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
6
International Journal of Theoretical and Applied Finance (IJTAF)
4
Applied mathematical finance
3
Decisions in Economics and Finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Die Bank : Zeitschrift für Bankpolitik und Praxis
3
Finance and Stochastics
3
Insurance / Mathematics & economics
3
Mathematical Finance
3
Quantitative finance
3
The journal of computational finance
3
Computational economics
2
CreditRisk+ in the banking industry
2
Die Bank
2
Mathematical finance
2
OR-Spektrum : quantitative approaches in management
2
Studienbücher Wirtschaftsmathematik
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
2
Zeitschrift für die gesamte Versicherungswissenschaft
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in risk management
1
Analytical models for financial modeling and risk management
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied Mathematical Finance
1
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
1
Chapman & Hall / CRC financial mathematics series
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science
1
Computational Management Science : CMS
1
more ...
less ...
Source
All
ECONIS (ZBW)
136
RePEc
33
OLC EcoSci
30
EconStor
12
USB Cologne (EcoSocSci)
4
Showing
81
-
90
of
215
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
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:
82
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
83
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:
84
Worst case portfolio optimization and HJB-systems
Korn, Ralf
;
Steffensen, Mogens
-
2006
Persistent link: https://www.econbiz.de/10003370415
Saved in:
85
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:
86
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:
87
Optionsbewertung und Portfolio-Optimierung : moderne Methoden der Finanzmathematik
Korn, Ralf
;
Korn, Elke
-
2001
-
2., verb. Aufl.
Persistent link: https://www.econbiz.de/10001609980
Saved in:
88
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
89
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
90
A general framework for hedging and speculating with options
Korn, Ralf
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 507-522
Persistent link: https://www.econbiz.de/10001255557
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->