1

Bond Portfolio Optimization

Korn, Olaf, Koziol, Christian
Journal:
The Journal of Fixed Income
Year:
2006
Language:
english
File:
PDF, 513 KB
english, 2006
2

Hedging with Regret

Korn, Olaf, Rieger, Marc Oliver
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 350 KB
english, 2017
3

Which Beta Is Best? On the Information Content of Option-implied Betas

Baule, Rainer, Korn, Olaf, Saßning, Sven
Journal:
European Financial Management
Year:
2016
Language:
english
File:
PDF, 258 KB
english, 2016
4

Market depth and order size

Alexander Kempf, Olaf Korn
Journal:
Journal of Financial Markets
Year:
1999
Language:
english
File:
PDF, 196 KB
english, 1999
5

Do Lead-Lag Effects Affect Derivative Pricing?

Korn, Olaf, Uhrig-Homburg, Marliese
Journal:
The Journal of Derivatives
Year:
2007
Language:
english
File:
PDF, 824 KB
english, 2007
6

Model selection in neural networks

Ulrich Anders, Olaf Korn
Journal:
Neural Networks
Year:
1999
Language:
english
File:
PDF, 418 KB
english, 1999
7

Drift matters: An analysis of commodity derivatives

Olaf Korn
Journal:
Journal of Futures Markets
Year:
2005
Language:
english
File:
PDF, 213 KB
english, 2005
8

The term structure of illiquidity premia

Alexander Kempf, Olaf Korn, Marliese Uhrig-Homburg
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 832 KB
english, 2012
10

Improving the pricing of options: a neural network approach

Ulrich Anders, Olaf Korn, Christian Schmitt
Journal:
Journal of Forecasting
Year:
1998
Language:
english
File:
PDF, 299 KB
english, 1998
11

THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS

KORN, OLAF, KOZIOL, PHILIPP
Journal:
International Journal of Theoretical and Applied Finance
Year:
2011
Language:
english
File:
PDF, 433 KB
english, 2011
14

How firms should hedge: An extension

Olaf Korn
Journal:
Journal of Futures Markets
Year:
2010
Language:
english
File:
PDF, 109 KB
english, 2010
15

Drift Matters: An Analysis of Commodity Derivatives

Korn, Olaf
Journal:
SSRN Electronic Journal
Year:
2002
Language:
english
File:
PDF, 456 KB
english, 2002
16

Risk-Adjusted Option-Implied Moments

Brinkmann, Felix, Korn, Olaf
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 706 KB
english, 2014
18

Stock Illiquidity, Option Prices, and Option Returns

Kanne, Stefan, Korn, Olaf, Uhrig-Homburg, Marliese
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 683 KB
english, 2016
19

Pricing and Hedging Oil Futures: A Two-Regime Approach

Bühler, Wolfgang, Korn, Olaf, Schoebel, Rainer
Journal:
SSRN Electronic Journal
Year:
2000
Language:
english
File:
PDF, 198 KB
english, 2000
20

Risk-adjusted option-implied moments

Brinkmann, Felix, Korn, Olaf
Journal:
Review of Derivatives Research
Year:
2017
Language:
english
File:
PDF, 741 KB
english, 2017
22

Illiquidity transmission from spot to futures markets

Korn, Olaf, Krischak, Paolo, Theissen, Erik
Journal:
Journal of Futures Markets
Year:
2019
Language:
english
File:
PDF, 1.53 MB
english, 2019
23

Portfolio Optimization Using Forward-Looking Information

Kempf, Alexander, Korn, Olaf, Sassning, Sven
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 264 KB
english, 2012
24

Which Beta is Best? On the Information Content of Option-Implied Betas

Baule, Rainer, Korn, Olaf, Sassning, Sven
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 171 KB
english, 2014
25

Market Depth and Order Size

Korn, Olaf, Kempf, Alexander
Journal:
SSRN Electronic Journal
Year:
1997
Language:
english
File:
PDF, 178 KB
english, 1997
26

How to Hedge if the Payment Date is Uncertain

Korn, Olaf, Merz, Alexander
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 586 KB
english, 2011
27

The Term Structure of Currency Hedge Ratios

Korn, Olaf, Koziol, Philipp
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 753 KB
english, 2008
30

Trading System and Market Integration

Alexander Kempf, Olaf Korn
Journal:
Journal of Financial Intermediation
Year:
1998
Language:
english
File:
PDF, 207 KB
english, 1998
31

Robust stock option plans

Olaf Korn, Clemens Paschke, Marliese Uhrig-Homburg
Journal:
Review of Quantitative Finance and Accounting
Year:
2012
Language:
english
File:
PDF, 582 KB
english, 2012
33

How Firms Should Hedge: An Extension

Korn, Olaf
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 431 KB
english, 2008
34

How to Hedge if the Payment Date is Uncertain

Korn, Olaf, Merz, Alexander
Journal:
SSRN Electronic Journal
Year:
2011
File:
PDF, 586 KB
2011
35

Worst-case-optimal dynamic reinsurance for large claims

Ralf Korn, Olaf Menkens, Mogens Steffensen
Journal:
European Actuarial Journal
Year:
2012
Language:
english
File:
PDF, 1.01 MB
english, 2012
36

Risk Management with Default-Risky Forwards

Korn, Olaf
Journal:
Schmalenbach Business Review
Year:
2010
Language:
english
File:
PDF, 182 KB
english, 2010