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~person:"Korn, Ralf"
~subject:"Portfolio-Management"
~subject:"Share price"
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Portfolio-Management
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66
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45
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13
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Korn, Ralf
Fabozzi, Frank J.
127
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62
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54
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52
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47
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36
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36
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35
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35
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34
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34
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34
Wong, Wing Keung
34
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33
Prigent, Jean-Luc
33
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33
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32
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Johannes Gutenberg-Universität Mainz
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International journal of theoretical and applied finance
6
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5
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5
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3
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ECONIS (ZBW)
46
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1
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
Saved in:
2
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
Saved in:
3
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:
4
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
;
Kreer, Markus
;
Lenssen, Mark
-
1995
Persistent link: https://www.econbiz.de/10000929353
Saved in:
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