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type_genre:"Article in journal"
~person:"Korn, Ralf"
~subject:"Mathematische Optimierung"
~type_genre:"Mikroform"
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Mathematische Optimierung
Portfolio selection
33
Portfolio-Management
33
Theorie
29
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Mathematical programming
6
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5
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5
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Korn, Ralf
Li, Duan
9
Post, Thierry
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7
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4
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4
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4
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
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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
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:
3
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:
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:
5
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
6
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
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