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person:"Korn, Ralf"
~language:"eng"
~person:"Lo, Andrew W."
~type:"article"
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Search: subject_exact:"Portfolio management"
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Portfolio selection
63
Portfolio-Management
63
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Korn, Ralf
Lo, Andrew W.
Fabozzi, Frank J.
118
Satchell, Stephen
49
Wong, Wing Keung
47
Hammoudeh, Shawkat
34
Zagst, Rudi
33
Zaremba, Adam
33
Escobar, Marcos
32
Prigent, Jean-Luc
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27
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26
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25
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25
Young, Virginia R.
25
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24
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23
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Mensi, Walid
23
Nguyen, Duc Khuong
23
Post, Thierry
23
Scherer, Bernd
23
Ang, Andrew
22
Kim, Woo Chang
22
Maurer, Raimond
22
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22
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22
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International journal of theoretical and applied finance
7
Journal of investment management : JOIM
6
Mathematical methods of operations research
5
Journal of financial markets
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Investment performance measurement : evaluating and presenting results
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OR spectrum : quantitative approaches in management
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Operations research letters
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The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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1
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
2
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
Saved in:
3
Can financial economics cure cancer?
Lo, Andrew W.
- In:
Atlantic economic journal : AEJ
49
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10012542757
Saved in:
4
Financing correlated drug development projects
Lo, Andrew W.
;
Siah, Kien Wei
- In:
The journal of structured finance
27
(
2021
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012517356
Saved in:
5
Financing vaccines for global health security
Vu, Jonathan T.
;
Kaplan, Benjamin K.
;
Chaudhuri, Shomesh
; …
- In:
Journal of investment management : JOIM
20
(
2022
)
2
,
pp. 51-67
Persistent link: https://www.econbiz.de/10013433610
Saved in:
6
Financing fusion energy
Alhamdan, Abdullah
;
Halem, Zachery M.
;
Hernandez, Irene
; …
- In:
Journal of investment management : JOIM
21
(
2023
)
1
,
pp. 5-51
Persistent link: https://www.econbiz.de/10014371995
Saved in:
7
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
8
The effects of spending rules and asset allocation on nonprofit endowments
Halem, Zachery
;
Lo, Andrew W.
;
Matveyev, Egor
; …
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10014232174
Saved in:
9
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
10
A worst-case approach for interest rate stresses and stock crashes
Beißer, Marcel
;
Geisinger, Leander
;
Korn, Ralf
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10013253394
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