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ON THE STABILITY OF CONTINUOUS...
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Korn, Ralf
22
Kraft, Holger
20
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6
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4
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3
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2
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Mathematical methods of operations research
7
Finance and stochastics
4
Journal of economic dynamics & control
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
2
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1
Die Bank : Zeitschrift für Bankpolitik und Praxis
1
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1
Financial markets and portfolio management
1
Journal of mathematical economics
1
Kredit und Kapital
1
Mathematics of operations research
1
OR-Spektrum : quantitative approaches in management
1
Optimization : a journal of mathematical programming and operations research
1
Risk : managing risk in the world's financial markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ON THE STABILITY OF CONTINUOUS-TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10008214626
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2
Continuous-time delegated portfolio management with homogeneous expectations : can an agency conflict be avoided?
Kraft, Holger
;
Korn, Ralf
- In:
Financial markets and portfolio management
22
(
2008
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10008059631
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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/10006626466
Saved in:
7
Value Preserving Portofolio Strategies and the Minimal Martingale Measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-180
Persistent link: https://www.econbiz.de/10006628956
Saved in:
8
Contingent Claim Valuation in a Market with Different Interest Rates
Korn, Ralf
- In:
Zeitschrift für Operations-Research : ZOR ; …
42
(
1995
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10006633839
Saved in:
9
Continuous-Time Portfolio Optimization Under Terminal Wealth Constraints
Korn, Ralf
;
Trautmann, Siegfried
- In:
Zeitschrift für Operations-Research : ZOR ; …
42
(
1995
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10006634312
Saved in:
10
Optimal control of option portfolios and applications
Korn, Ralf
;
Trautmann, Siegfried
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10006844475
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