Long-term Investment: Classic and New Approaches to Optimal Portfolios and Price Modelling (pdf)
Optimal Portfolios and Price Modelling
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Long-term Investment: Classic and New Approaches to Optimal Portfolios and Price Modelling (pdf)
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626.01 K |
Presentation given at the Risk and Insurance Meeting, TU München, 06.10.2025, by prof. Ralf Korn
Objectives:
Ralf Korn is head of the the financial mathematics group at the RPTU Kaiserslautern-Landau (formerly TU Kaiserslautern) and founder and longtime head of the department “Financial Mathematics” at Fraunhofer Institute for Industrial Mathematics (ITWM).