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person:"Korn, Ralf"
~language:"eng"
~subject:"Erwartungsnutzen"
~type:"article"
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Erwartungsnutzen
Portfolio selection
35
Portfolio-Management
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6
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Korn, Ralf
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Mathematical methods of operations research
1
OR-Spektrum : quantitative approaches in management
1
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ECONIS (ZBW)
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1
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:
2
Optimal control of option portfolios and applications
Korn, Ralf
;
Trautmann, Siegfried
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 123-146
Persistent link: https://www.econbiz.de/10001411523
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