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Browsing All of EconStor by Author Korn, Olaf


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Year of PublicationTitleAuthor(s)
1995Der Einfluß von Arbitrageuren auf die Preisführerschaft von FinanzmärktenKempf, Alexander; Korn, Olaf
1996Model selection in neural networksAnders, Ulrich; Korn, Olaf
1996Improving the pricing of options: a neural network approachAnders, Ulrich; Korn, Olaf; Schmitt, Christian
1996Risikomessung mit Shortfall-Maßen: Das Programm MAMBA - Metzler Asset Management Benchmark AnalyserKorn, Olaf; Schröder, Michael; Szczesny, Andrea; Winschel, Viktor
1996Die Nachbildung von Aktienindizes: Ein Vergleich verschiedener VerfahrenKorn, Olaf; Schmitt, Christian
1998Market depth and order size: an analysis of permanent price effects of DAX futures' tradesKempf, Alexander; Korn, Olaf
1998Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures: möglich oder unmöglich?Bühler, Wolfgang; Korn, Olaf
2000Pricing and hedging of oil futures: A unifying approachBühler, Wolfgang; Korn, Olaf; Schöbel, Rainer
2006Bond portfolio optimization: A risk-return approachKorn, Olaf; Koziol, Christian
2008Risk management with default-risky forwardsKorn, Olaf
2009The term structure of illiquidity premiaKempf, Alexander; Korn, Olaf; Uhrig-Homburg, Marliese
2009The term structure of currency hedge ratiosKorn, Olaf; Koziol, Philipp
2013Which beta is best? On the information content of option-implied betasBaule, Rainer; Korn, Olaf; Saßning, Sven
2014Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix; Kempf, Alexander; Korn, Olaf
2014Portfolio optimization using forward-looking informationKempf, Alexander; Korn, Olaf; Saßning, Sven
2014Risk-adjusted option-implied momentsBrinkmann, Felix; Korn, Olaf
2016How to hedge if the payment date is uncertain?Korn, Olaf; Merz, Alexander
2016Hedging with regretKorn, Olaf; Rieger, Marc Oliver
2016Stock Illiquidity, option prices, and option returnsKanne, Stefan; Korn, Olaf; Uhrig-Homburg, Marliese
2017Illiquidity transmission from spot to futures marketsKorn, Olaf; Krischak, Paolo; Theissen, Erik
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