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~person:"Korn, Ralf"
~isPartOf:"Chapman & Hall/CRC financial mathematics series"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Portfolio selection
5
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Korn, Ralf
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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
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ECONIS (ZBW)
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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
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
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
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:
5
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:
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