//--> //--> //-->
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
Retain my current filters
person:"Korn, Ralf"
~language:"eng"
~subject:"Optimal portfolios"
~type:"article"
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
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optimal portfolios
Portfolio selection
35
Portfolio-Management
35
Theorie
30
Theory
30
Mathematical programming
6
Mathematische Optimierung
6
Financial crisis
5
Finanzkrise
5
Stochastic process
4
Stochastischer Prozess
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Martingal
3
Martingale
3
Option pricing theory
3
Optionspreistheorie
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Altersvorsorge
2
Analysis of variance
2
Consumer demand theory
2
Control theory
2
Credit risk
2
Decision under uncertainty
2
Dynamic programming
2
Dynamische Optimierung
2
Entscheidung unter Unsicherheit
2
Erwartungsnutzen
2
Expected utility
2
Interest rate
2
Knightian uncertainty
2
Kontrolltheorie
2
Kreditrisiko
2
Nachfragetheorie des Haushalts
2
Pension fund
2
Pensionskasse
2
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
Author
All
Korn, Ralf
Müller, Lukas
3
Chincarini, Ludwig Boris
2
Hammoudeh, Shawkat
2
Al-Hassan, Abdullah
1
Benth, Fred Espen
1
Bodnar, Taras
1
Bruno, Salvatore
1
Desmettre, Sascha
1
Grün, Sarah
1
Kolokolova, Olga
1
Kopeliovich, Yaacov
1
Le Courtois, Olivier
1
Lempa, Jukka
1
Leoff, Elisabeth
1
Lindholm, Mathias
1
López Herrera, Francisco
1
Maxwell, Michael
1
McAleer, Michael
1
Ohara, Frank
1
Ortiz, Edgar
1
Santillán Salgado, Roberto Joaquín
1
Santos, Paulo Araújo
1
Thorsén, Erik
1
Tyrcha, Joanna
1
Van Vuuren, Gary
1
Xu, Xia
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Mathematics and financial economics
1
Operations research letters
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
4
Portfolio optimization with early announced discrete dividends
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Operations research letters
46
(
2018
)
5
,
pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->