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Korn, Ralf
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Mathematical methods of operations research
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
Optimal control of electricity input given an uncertain demand
Göttlich, Simone
;
Korn, Ralf
;
Lux, Kerstin
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
Saved in:
3
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:
4
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/10006606451
Saved in:
5
Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach
Korn, Ralf
- In:
Mathematical methods of operations research
60
(
2004
)
2
,
pp. 165-174
Persistent link: https://www.econbiz.de/10006608760
Saved in:
6
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:
7
Some applications of impulse control in mathematical finance
Korn, Ralf
- In:
Mathematical methods of operations research
50
(
1999
)
3
,
pp. 493
Persistent link: https://www.econbiz.de/10006625968
Saved in:
8
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/10006626466
Saved in:
9
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:
10
Value Preserving Portofolio Strategies and the Minimal Martingale Measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-180
Persistent link: https://www.econbiz.de/10006628956
Saved in:
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