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Olaf Korn · Study
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Author
Olaf Korn
9 works
· latest 2014
· 4 institutions
cluster: provisional
ORCID 0000-0003-2690-6970
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9
Citations
510
Works here
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Most cited in this library
Market depth and order size
1999 · 152 citations
Improving the pricing of options: a neural network approach
1998 · 97 citations
Portfolio Optimization Using Forward-Looking Information
2014 · 60 citations
The term structure of illiquidity premia
2011 · 47 citations
Trading System and Market Integration
1998 · 35 citations
Works
9 shown
Portfolio Optimization Using Forward-Looking Information
European Finance Review
·
2014
·
3 authors
·
Open access
60
citations
The term structure of illiquidity premia
Journal of Banking & Finance
·
2011
·
3 authors
47
citations
How firms should hedge: An extension
Journal of Futures Markets
·
2009
·
1 author
·
Open access
22
citations
Drift matters: An analysis of commodity derivatives
Journal of Futures Markets
·
2005
·
1 author
·
Open access
32
citations
Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach
Review of Derivatives Research
·
2004
·
3 authors
31
citations
Market depth and order size
Journal of Financial Markets
·
1999
·
2 authors
152
citations
Improving the pricing of options: a neural network approach
Journal of Forecasting
·
1998
·
2 authors
·
Open access
97
citations
Trading System and Market Integration
Journal of Financial Intermediation
·
1998
·
2 authors
35
citations
Market Depth and Order Size
SSRN Electronic Journal
·
1997
·
2 authors
·
preprint
·
Open access
34
citations