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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets"
~isPartOf:"Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation"
~type_genre:"Book section"
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Portfolio selection
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Portfolio-Management
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7
Hedging
6
Stochastic process
4
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Bacmann, Jean-François
1
Benazzoli, Chiara
1
Benincasa, Elena
1
Berenyi, Zsolt
1
Black, Keith H.
1
Consigli, Giorgio
1
Di Persio, Luca
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Gawron, Gregor
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Hagelin, Niclas
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Hitaj, Asmerilda
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Kallio, Markku
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Skoric, Mario
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Stenberg, Fredrik
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Tria, Massimo di
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Uristani, Angelo
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Vitali, Sebastiano
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
Investment management and financial management
14
Valuation, financial modeling, and quantitative tools
13
Applied quantitative finance
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
10
Quantitative fund management
9
Risk management decisions and value under uncertainty
8
Risk management for central bank foreign reserves
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
7
Umweltrisikopolitik
7
Advances in risk management
6
Advances of OR in commodities and financial modeling
6
Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
6
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Handbook of heavy tailed distributions in finance
6
Handbook of risk theory ; Vol. 1
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Stochastic optimization: theory and applications
6
Sustainability : dynamics and uncertainty
6
Application of operations research to financial markets
5
Decision making and risk/return optimization in financial economics
5
Econometrics of risk
5
Finance
5
Financial markets : imperfect information and risk management
5
Handbook of the economics of risk and uncertainty ; Volume 1
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Markets, information, and uncertainty : essays in economic theory in honor of Kenneth J. Arrow
5
Mathematical modeling and numerical methods in finance : special volume
5
Modelling techniques for financial markets and bank management
5
Monetary policy under uncertainty : workshop held at the Reserve Bank of New Zealand, 29 - 30 June 1998
5
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1
Wine futures : pricing and allocation as levers against quality uncertainty
Noparumpa, Tim
;
Kazaz, Burak
;
Webster, Scott
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 113-139)
.
2018
Persistent link: https://www.econbiz.de/10011898622
Saved in:
2
Portfolio optimization using modified herfindahl constraint
Hitaj, Asmerilda
;
Zambruno, Giovanni
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 211-239)
.
2018
Persistent link: https://www.econbiz.de/10011898640
Saved in:
3
Dynamic asset allocation with default and systemic risks
Sbuelz, Alessandro
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 241-250)
.
2018
Persistent link: https://www.econbiz.de/10011898643
Saved in:
4
Optimal execution strategy in liquidity framework under exponential temporary market impact
Benazzoli, Chiara
;
Di Persio, Luca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 251-265)
.
2018
Persistent link: https://www.econbiz.de/10011898647
Saved in:
5
Optimal multistage defined-benefit pension fund management
Consigli, Giorgio
;
Moriggia, Vittorio
;
Benincasa, Elena
; …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 267-296)
.
2018
Persistent link: https://www.econbiz.de/10011898658
Saved in:
6
Currency hedging for a multi-national firm
Kallio, Markku
;
Koivu, Matti
;
Wang, Rudan
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 297-320)
.
2018
Persistent link: https://www.econbiz.de/10011898659
Saved in:
7
Hedge fund allocation under higher moments and illiquidity
Hagelin, Niclas
;
Pramborg, Bengt
;
Stenberg, Fredrik
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 105-128)
.
2005
Persistent link: https://www.econbiz.de/10003137756
Saved in:
8
Hedge fund selection: a synthetic desirability index
Langevin, Jean-Pierre
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 151-162)
.
2005
Persistent link: https://www.econbiz.de/10003137810
Saved in:
9
Designing a long-term wealth maximization strategy for hedge fund managers
Black, Keith H.
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 181-195)
.
2005
Persistent link: https://www.econbiz.de/10003137842
Saved in:
10
Alternative RAPMs for alternative investments
Sharma, Milind
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 403-434)
.
2005
Persistent link: https://www.econbiz.de/10003138075
Saved in:
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