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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Kraft, Holger"
~person:"Wunderlich, Ralf"
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Portfolio selection
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Kraft, Holger
Wunderlich, Ralf
Korn, Ralf
6
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5
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Platen, Eckhard
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Journal of economic dynamics & control
3
Mathematical methods of operations research
3
SAFE working paper
3
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
2
European journal of operational research : EJOR
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CFS working paper series
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Finance and stochastics
1
Journal of banking & finance
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn
;
Westphal, Dorothee
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
Saved in:
2
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
3
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
4
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
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