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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Portfolio selection
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Korn, Ralf
8
Busch, Michael
2
Emmer, Susanne
2
Klüppelberg, Claudia
2
Kraft, Holger
2
Seifried, Frank Thomas
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematical methods of operations research
11
Risks
10
Risks : open access journal
10
International journal of theoretical and applied finance
9
Berichte zur Stochastik und verwandten Gebieten
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Finance and stochastics
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Computational Statistics
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Mathematical Methods of Operations Research
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International Journal of Theoretical and Applied Finance (IJTAF)
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Applied mathematical finance
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Decisions in Economics and Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance and Stochastics
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Insurance / Mathematics & economics
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Mathematical Finance
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Quantitative finance
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The journal of computational finance
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Computational economics
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Mathematical finance
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OR-Spektrum : quantitative approaches in management
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Studienbücher Wirtschaftsmathematik
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
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Zeitschrift für die gesamte Versicherungswissenschaft
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ASTIN bulletin : the journal of the International Actuarial Association
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Advances in risk management
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Analytical models for financial modeling and risk management
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied Mathematical Finance
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Astin bulletin : the journal of the International Actuarial Association
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Chapman & Hall / CRC financial mathematics series
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Chapman & Hall/CRC financial mathematics series
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Computational Management Science : CMS
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Decisions in economics and finance : a journal of applied mathematics
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Die Bank
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Die Bank : Zeitschrift für Bankpolitik und Praxis
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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
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/10010161821
Saved in:
3
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:
4
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/10008214626
Saved in:
5
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:
6
ARTICLES - 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/10008216773
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
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. 227-242
Persistent link: https://www.econbiz.de/10008217830
Saved in:
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