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~person:"Korn, Ralf"
~subject:"Risk"
~subject:"Analysis of variance"
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Analysis of variance
Portfolio selection
56
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11
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Korn, Ralf
Wang, Ruodu
22
Fabozzi, Frank J.
20
Maurer, Raimond
20
Engle, Robert F.
19
Gollier, Christian
18
Rosazza Gianin, Emanuela
16
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15
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13
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12
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12
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12
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11
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11
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11
Mao, Tiantian
11
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11
Albrecht, Peter
10
Bodnar, Taras
10
Csóka, Péter
10
Diebold, Francis X.
10
Furman, Edward
10
Kakushadze, Zura
10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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Berichte zur Stochastik und verwandten Gebieten
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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1
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
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
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
4
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:
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
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
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