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person:"Timmermann, Allan"
subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Korn, Ralf"
~type_genre:"Aufsatz in Zeitschrift"
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Timmermann, Allan
Korn, Ralf
Escobar, Marcos
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
4
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:
5
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
6
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
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