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subject:"Hedging"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Mathematische Optimierung"
~subject:"Risk"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Mathematische Optimierung
Risk
Portfolio selection
503
Portfolio-Management
503
Theorie
263
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263
CAPM
68
Capital income
64
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Amenc, Noël
2
Bhansali, Vineer
2
Clarke, Roger G.
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Davis, Benjamin
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Lin, Qian
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1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
The journal of portfolio management : a publication of Institutional Investor
European journal of operational research : EJOR
197
Insurance / Mathematics & economics
150
Finance research letters
109
Journal of banking & finance
105
International journal of theoretical and applied finance
77
Finance and stochastics
71
International review of financial analysis
71
Risks : open access journal
70
Quantitative finance
66
NBER working paper series
64
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63
The journal of asset management
61
The North American journal of economics and finance : a journal of financial economics studies
55
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International review of economics & finance : IREF
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48
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48
Swiss Finance Institute Research Paper
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Mathematics and financial economics
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Energy economics
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Journal of risk and financial management : JRFM
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Working paper / National Bureau of Economic Research, Inc.
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Journal of risk
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The European journal of finance
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The journal of futures markets
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Discussion paper / Tinbergen Institute
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Scandinavian actuarial journal
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Applied mathematical finance
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The review of financial studies
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Journal of mathematical finance
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Operations research
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
96
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96
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1
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Robust investment strategies with two risky assets
Lin, Qian
;
Luo, Yulei
;
Sun, Xianming
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013383753
Saved in:
4
The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S.
;
Silveira, Douglas
;
Ely, Regis Augusto
; …
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013543114
Saved in:
5
Horizon-unbiased investment with ambiguity
Lin, Qian
;
Sun, Xianming
;
Zhou, Chao
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
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6
International stock comovements with endogenous clusters
Coroneo, Laura
;
Jackson, Laura
;
Owyang, Michael T.
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
Saved in:
7
Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
Saved in:
8
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
9
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
10
A profitable modification to global quadratic hedging
Augustyniak, Maciej
;
Godin, Frédéric
;
Simard, Clarence
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
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