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IMA journal of management mathematics
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Can continuous-time portfolio optimization really be applied?
Korn, Ralf
- In:
IMA journal of management mathematics
36
(
2025
)
3
,
pp. 405-426
Persistent link: https://www.econbiz.de/10015423318
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A worst-case approach for interest rate stresses and stock crashes
Beißer, Marcel
;
Geisinger, Leander
;
Korn, Ralf
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10013253394
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