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Korn, Ralf
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International journal of theoretical and applied finance
2
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2
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1
IMA journal of management mathematics
1
International journal of theoretical and applied finance : IJTAF
1
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ECONIS (ZBW)
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Optimal portfolios : new variations of an old theme
Korn, Ralf
- In:
Computational Management Science : CMS
5
(
2008
)
4
,
pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
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2
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
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3
Lifetime consumption and investment for worst-case crash scenarios
Desmettre, Sascha
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403176
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4
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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5
A worst-case approach for interest rate stresses and stock crashes
Beißer, Marcel
;
Geisinger, Leander
;
Korn, Ralf
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10013253394
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6
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
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7
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/10003114493
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