//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Korn, Ralf"
~person:"Yao, Haixiang"
~subject:"Optimal portfolios"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Portfolio Selection"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optimal portfolios
Portfolio selection
54
Portfolio-Management
54
Theorie
44
Theory
44
Mathematical programming
9
Mathematische Optimierung
9
Stochastic process
8
Stochastischer Prozess
8
Dynamic programming
7
Dynamische Optimierung
7
Pension fund
7
Pensionskasse
7
CAPM
5
Financial crisis
5
Finanzkrise
5
Risiko
5
Risk
5
Altersvorsorge
4
Estimation theory
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portfolio optimization
4
Regime switching
4
Retirement provision
4
Risikomaß
4
Risk measure
4
Schätztheorie
4
Transaction costs
4
Transaktionskosten
4
Aktienindex
3
Black-Scholes model
3
Black-Scholes-Modell
3
Defined contribution pension fund
3
Interest rate
3
Markov chain
3
Markov-Kette
3
Martingal
3
Martingale
3
Option pricing theory
3
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Korn, Ralf
Yao, Haixiang
Müller, Lukas
3
Chincarini, Ludwig Boris
2
Hammoudeh, Shawkat
2
Al-Hassan, Abdullah
1
Benth, Fred Espen
1
Bodnar, Taras
1
Bruno, Salvatore
1
Desmettre, Sascha
1
Grün, Sarah
1
Kolokolova, Olga
1
Kopeliovich, Yaacov
1
Le Courtois, Olivier
1
Lempa, Jukka
1
Leoff, Elisabeth
1
Lindholm, Mathias
1
López Herrera, Francisco
1
Maxwell, Michael
1
McAleer, Michael
1
Ohara, Frank
1
Ortiz, Edgar
1
Santillán Salgado, Roberto Joaquín
1
Santos, Paulo Araújo
1
Thorsén, Erik
1
Tyrcha, Joanna
1
Van Vuuren, Gary
1
Xu, Xia
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Mathematics and financial economics
1
Operations research letters
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
2
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
3
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
4
Portfolio optimization with early announced discrete dividends
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Operations research letters
46
(
2018
)
5
,
pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->