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~isPartOf:"Chapman & Hall/CRC financial mathematics series"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Korn, Ralf"
~person:"Rogers, Leonard C. G."
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Search: subject_exact:"Portfolioanalyse"
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Portfolio selection
8
Portfolio-Management
8
Theorie
7
Theory
7
Incomplete market
2
Martingal
2
Martingale
2
Option pricing theory
2
Optionspreistheorie
2
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1
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Korn, Ralf
Rogers, Leonard C. G.
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
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3
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2
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2
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Chapman & Hall/CRC financial mathematics series
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
7
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Finance and stochastics
2
Insurance / Mathematics & economics
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Risks : open access journal
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
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IMA journal of management mathematics
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International journal of theoretical and applied finance : IJTAF
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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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SpringerBriefs in quantitative finance
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Studienbücher Wirtschaftsmathematik
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The journal of computational finance
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The review of financial studies
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ECONIS (ZBW)
8
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1
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8
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8
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date (oldest first)
1
Optimal consumption and investment for a large investor : an intensity-based control framework
Busch, Michael
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 687-717
Persistent link: https://www.econbiz.de/10010187678
Saved in:
2
Monte Carlo methods and models in finance and insurance
Korn, Ralf
;
Korn, Elke
;
Kroisandt, Gerald
-
2010
Persistent link: https://www.econbiz.de/10003895954
Saved in:
3
Modeling liquidity effects in discrete time
Çetin, Umut
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
Saved in:
4
Duality in optimal investment and consumption problems with market fricitions
Klein, Irene
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
Saved in:
5
On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
Saved in:
6
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
7
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
8
Arbitrage with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
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