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person:"Timmermann, Allan"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Korn, Ralf"
~person:"Shleifer, Andrei"
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Timmermann, Allan
Korn, Ralf
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Mathematical methods of operations research
International journal of theoretical and applied finance
6
NBER Working Paper
5
NBER working paper series
5
Berichte zur Stochastik und verwandten Gebieten
4
Discussion paper / Centre for Economic Policy Research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of finance : the journal of the American Finance Association
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Chicago Booth Research Paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial economics
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Risks : open access journal
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The economic journal : the journal of the Royal Economic Society
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The review of financial studies
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Advances in risk management
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Barcelona GSE working paper series : working paper
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Financial innovation : too much or too little?
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IMA journal of management mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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OR spectrum : quantitative approaches in management
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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:
2
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:
3
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
4
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
5
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
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