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Number of items: 7.

Journal Article

Brinkmann, Felix and Korn, Olaf (2018). Risk-adjusted option-implied moments. Rev. Deriv. Res., 21 (2). S. 149 - 174. NEW YORK: SPRINGER. ISSN 1573-7144

Gillenkirch, Robert M., Korn, Olaf and Merz, Alexander (2021). After the Stock Options Boom: Changes in Equity-Based Pay Following the Mandatory Adoption of IFRS 2. Int. J. Account., 56 (2). SINGAPORE: WORLD SCIENTIFIC PUBL CO PTE LTD. ISSN 2213-3933

Kempf, Alexander, Korn, Olaf and Sassning, Sven (2015). Portfolio Optimization Using Forward-Looking Information*. Rev. Financ., 19 (1). S. 467 - 491. OXFORD: OXFORD UNIV PRESS. ISSN 1573-692X

Kempf, Alexander, Korn, Olaf and Sassning, Sven (2015). Portfolio Optimization Using Forward-Looking Information*. Rev. Financ., 19 (1). S. 467 - 491. OXFORD: OXFORD UNIV PRESS. ISSN 1573-692X

Korn, Olaf, Krischak, Paolo and Theissen, Erik (2019). Illiquidity transmission from spot to futures markets. J. Futures Mark., 39 (10). S. 1228 - 1250. HOBOKEN: WILEY. ISSN 1096-9934

Korn, Olaf and Merz, Alexander ORCID: 0000-0002-6613-316X (2019). How to hedge if the payment date is uncertain? J. Futures Mark., 39 (4). S. 481 - 499. HOBOKEN: WILEY. ISSN 1096-9934

Korn, Olaf, Moeller, Philipp M. and Schwehm, Christian (2022). Drawdown Measures: Are They All the Same? J. Portf. Manage., 48 (5). S. 104 - 121. LONDON: PAGEANT MEDIA LTD. ISSN 2168-8656

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