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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - In: Mathematical methods of operations research 47 (1998) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
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Value preserving portfolio strategies in continuous-time models
Korn, Ralf - In: Mathematical methods of operations research 45 (1997) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
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On value preserving and growth optimal portfolios
Korn, Ralf; Schäl, Manfred - In: Mathematical methods of operations research 50 (1999) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
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Worst-case portfolio optimization in discrete time
Chen, Lihua; Korn, Ralf - In: Mathematical methods of operations research 90 (2019) 2, pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
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Optimal control of electricity input given an uncertain demand
Göttlich, Simone; Korn, Ralf; Lux, Kerstin - In: Mathematical methods of operations research 90 (2019) 3, pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
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Value Preserving Portfolio Strategies in Continuous-Time Models
Korn, R. - In: Mathematical methods of operations research 45 (1997) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10006630589
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Value preservating portfolio strategies in continuous-time models
Korn, R. - In: Mathematical methods of operations research 45 (1997) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10006631374
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Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach
Korn, Ralf; Menkens, Olaf - In: Mathematical methods of operations research 62 (2005) 1, pp. 123-140
Persistent link: https://www.econbiz.de/10006606451
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Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach
Korn, Ralf - In: Mathematical methods of operations research 60 (2004) 2, pp. 165-174
Persistent link: https://www.econbiz.de/10006608760
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Some applications of impulse control in mathematical finance
Korn, Ralf - In: Mathematical methods of operations research 50 (1999) 3, pp. 493
Persistent link: https://www.econbiz.de/10006625968