Long-term Investment: Classic and New Approaches to Optimal Portfolios and Price Modelling

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Long-term Investment: Classic and New Approaches to Optimal Portfolios and Price Modelling

Optimal Portfolios and Price Modelling

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  • 3 Students Enrolled
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Courselet Content

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Long-term Investment: Classic and New Approaches to Optimal Portfolios and Price Modelling (pdf)
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Requirements

  • Statistics, Linear Algebra & Calculus

General Overview

Description

Presentation given at the Risk and Insurance Meeting, TU München, 06.10.2025, by prof. Ralf Korn

Objectives:

  • Continuing consumption on a high level
  •  Final wealth of an investor
  •  Growth rate
  • Beating inflation/an index
  • A smoothly evolving wealth
  • Being on the safe side

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Meet the instructors !

instructor
About the Instructor

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).