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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematical methods of operations research"
~person:"Gil-Alaña, Luis A."
~person:"Korn, Ralf"
~subject:"Share price"
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Portfolio-Management
United States
Share price
Portfolio selection
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Theorie
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2
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2
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Gil-Alaña, Luis A.
Korn, Ralf
Bäuerle, Nicole
2
Fortin, Ines
2
Hernández-Hernández, Daniel
2
Hlouskova, Jaroslava
2
Kallsen, Jan
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Koo, Hyeng-keun
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Soner, Halil Mete
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1
Chen, An
1
Chen, Lihua
1
Chen, Patrick S.
1
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1
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Mathematical methods of operations research
Economics and finance working paper series
10
CESifo working papers
7
International journal of theoretical and applied finance
6
Berichte zur Stochastik und verwandten Gebieten
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied economics letters
2
Computational economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Department of Economics working papers
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Discussion papers of interdisciplinary research project 373
2
Economic modelling
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Risks : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in risk management
1
Applied economics
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Applied financial economics letters
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Applied mathematical finance
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Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance and stochastics
1
HWWA discussion paper
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IMA journal of management mathematics
1
Insurance / Mathematics & economics
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International journal of theoretical and applied finance : IJTAF
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Journal of banking & finance
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Journal of economics and finance
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OR spectrum : quantitative approaches in management
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OR-Spektrum : quantitative approaches in management
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Operations research letters
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Oxford bulletin of economics and statistics
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Recherches économiques de Louvain
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Research memorandum / METEOR
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1
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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