Olaf Korn

From MaRDI portal
(Redirected from Person:1621613)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Markowitz with regret
Journal of Economic Dynamics and Control
2019-07-12Paper
Risk-adjusted option-implied moments
Review of Derivatives Research
2018-11-09Paper
Portfolio Optimization Using Forward-Looking Information*
Review of Finance
2018-11-09Paper
Hedging long-term forwards with short-term futures: a two-regime approach
Review of Derivatives Research
2005-05-17Paper


Research outcomes over time


This page was built for person: Olaf Korn