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person:"Korn, Ralf"
~language:"eng"
~subject:"Altersvorsorge"
~subject:"CAPM"
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Altersvorsorge
CAPM
Portfolio selection
52
Portfolio-Management
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10
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10
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Korn, Ralf
Mitchell, Olivia S.
51
Fabozzi, Frank J.
38
Zaremba, Adam
26
Maurer, Raimond
25
Hens, Thorsten
20
Lo, Andrew W.
19
Utkus, Stephen P.
19
Ang, Andrew
18
Ferson, Wayne E.
18
Pfau, Wade D.
18
Blake, David
15
Kelly, Bryan T.
15
Bossaerts, Peter L.
14
Platen, Eckhard
14
Thorp, Susan
14
Blitz, David
13
Evstigneev, Igor V.
13
Jarrow, Robert A.
13
Levy, Moshe
13
Lioui, Abraham
13
Rogalla, Ralph
13
Satchell, Stephen
13
Stambaugh, Robert F.
13
Uppal, Raman
13
Bodie, Zvi
12
Cochrane, John H.
12
Drew, Michael E.
12
He, Xue-zhong
12
Horneff, Wolfram J.
12
Lee, Cheng F.
12
Nijman, Theodore E.
12
Werker, Bas J. M.
12
Zhang, Lu
12
Bekaert, Geert
11
Campbell, John Y.
11
Copeland, Craig
11
Gerrans, Paul
11
Kakushadze, Zura
11
Pedersen, Lasse Heje
11
Pástor, Ľuboš
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Analytical models for financial modeling and risk management
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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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:
2
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
3
Constant proportion portfolio insurance in defined contribution pension plan management
Temocin, Busra Zeynep
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Analytical models for financial modeling and risk management
,
(pp. 329-348)
.
2018
Persistent link: https://www.econbiz.de/10011897186
Saved in:
4
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:
5
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:
6
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:
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