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~person:"Korn, Ralf"
~person:"Yao, Haixiang"
~subject:"Black-Scholes model"
~type_genre:"Aufsatz in Zeitschrift"
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Black-Scholes model
Portfolio selection
54
Portfolio-Management
54
Theorie
44
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Mathematical programming
9
Mathematische Optimierung
9
Stochastic process
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Korn, Ralf
Yao, Haixiang
Dhaene, Jan
2
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2
Versluis, Cokki
2
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2
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Computational Management Science : CMS
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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Optimal portfolios : new variations of an old theme
Korn, Ralf
- In:
Computational Management Science : CMS
5
(
2008
)
4
,
pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
Saved in:
2
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
3
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
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