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CAPM
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Korn, Ralf
5
Alp, Ozge Sezgin
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Ishak, Norizarina
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Kovilyanskaya, Helen
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Oertel, Frank
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Schäl, Manfred
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Johannes Gutenberg-Universität Mainz
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf
-
1993
Persistent link: https://www.econbiz.de/10000890764
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2
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
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3
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
4
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
5
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
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