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~person:"Korn, Ralf"
~subject:"Forecasting model"
~subject:"Portfolio selection"
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Forecasting model
Portfolio selection
Theorie
66
Theory
66
Portfolio-Management
45
Option pricing theory
13
Optionspreistheorie
13
Stochastischer Prozess
8
Black-Scholes model
7
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45
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Korn, Ralf
Diebold, Francis X.
139
Fabozzi, Frank J.
129
Timmermann, Allan
110
Franses, Philip Hans
90
Clark, Todd E.
85
Marcellino, Massimiliano
82
Clements, Michael P.
76
Maurer, Raimond
73
Pesaran, M. Hashem
67
Swanson, Norman R.
63
Härdle, Wolfgang
57
Ravazzolo, Francesco
57
Hyndman, Rob J.
56
Gupta, Rangan
55
Hendry, David F.
55
Platen, Eckhard
55
Satchell, Stephen
55
McCracken, Michael W.
53
Gollier, Christian
49
Guidolin, Massimo
48
Campbell, John Y.
46
Giannone, Domenico
46
Schorfheide, Frank
45
Kilian, Lutz
44
Koop, Gary
44
Koopman, Siem Jan
43
Uppal, Raman
43
Ang, Andrew
42
Mitchell, Olivia S.
42
Bollerslev, Tim
41
Li, Duan
39
Post, Thierry
39
Dijk, Herman K. van
38
Granger, C. W. J.
38
Markowitz, Harry
38
Armstrong, J. Scott
37
Korobilis, Dimitris
37
Rossi, Barbara
37
Lo, Andrew W.
36
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Johannes Gutenberg-Universität Mainz
3
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International journal of theoretical and applied finance
6
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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3
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2
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1
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1
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1
Chapman & Hall/CRC financial mathematics series
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
48
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1
Zinsoptimiertes Schuldenmanagement
Peters, Christoph
-
2014
Persistent link: https://www.econbiz.de/10010528510
Saved in:
2
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
Saved in:
3
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
Saved in:
4
Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
Buckley, I. R. C.
-
1997
Persistent link: https://www.econbiz.de/10000960546
Saved in:
5
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
6
Some applications of L 2-hedging with a non-negative wealth process
Korn, Ralf
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10001226739
Saved in:
7
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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