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person:"Korn, Ralf"
~language:"eng"
~subject:"CAPM"
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Portfolio selection
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Korn, Ralf
Fabozzi, Frank J.
38
Zaremba, Adam
26
Hens, Thorsten
20
Lo, Andrew W.
19
Ang, Andrew
18
Ferson, Wayne E.
18
Kelly, Bryan T.
15
Bossaerts, Peter L.
14
Blitz, David
13
Evstigneev, Igor V.
13
Jarrow, Robert A.
13
Lioui, Abraham
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Platen, Eckhard
13
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13
Uppal, Raman
13
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12
He, Xue-zhong
12
Lee, Cheng F.
12
Zhang, Lu
12
Bekaert, Geert
11
Kakushadze, Zura
11
Pedersen, Lasse Heje
11
Pástor, Ľuboš
11
Satchell, Stephen
11
Bodie, Zvi
10
Dindo, Pietro
10
Elton, Edwin J.
10
Grobys, Klaus
10
Levy, Moshe
10
Malamud, Semyon
10
Santa-Clara, Pedro
10
Siegel, Andrew F.
10
Baele, Lieven
9
Bottazzi, Giulio
9
Longstaff, Francis A.
9
Sehgal, Sanjay
9
Chabakauri, Georgy
8
Drew, Michael E.
8
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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1
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
2
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
3
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
4
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
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