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Portfolio selection
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Finance and stochastics
SAFE Working Paper
26
SAFE working paper
25
Mathematical methods of operations research
15
SAFE Working Paper Series
14
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
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Risks
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Risks : open access journal
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Berichte zur Stochastik und verwandten Gebieten
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Computational Statistics
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Mathematical Methods of Operations Research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Insurance / Mathematics & economics
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and Stochastics
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International Journal of Theoretical and Applied Finance (IJTAF)
5
European Actuarial Journal
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Journal of Economic Dynamics and Control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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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Kredit und Kapital
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Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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2
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10008218818
Saved in:
3
Editorial
Korn, Ralf
;
Schweizer, Martin
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 305-306
Persistent link: https://www.econbiz.de/10008274840
Saved in:
4
The optimal-drift model: an accelerated binomial scheme
Korn, Ralf
;
Müller, Stefanie
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 135-160
Persistent link: https://www.econbiz.de/10010057622
Saved in:
5
Special issue on computational methods in finance (part I)
Korn, Ralf
;
Schweizer, Martin
-
2009
Persistent link: https://www.econbiz.de/10003899383
Saved in:
6
Special issue on computational methods in finance (part II)
Korn, Ralf
;
Schweizer, Martin
-
2009
Persistent link: https://www.econbiz.de/10003899410
Saved in:
7
The optimal-drift model : an accelerated binomial scheme
Korn, Ralf
;
Müller, Stefanie
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 135-160
Persistent link: https://www.econbiz.de/10009682288
Saved in:
8
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10010057623
Saved in:
9
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
10
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
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