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subject:"Hedging"
~isPartOf:"Mathematical methods of operations research"
~subject:"Markov chain"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Markov chain
Portfolio selection
83
Portfolio-Management
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Theorie
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68
Stochastic process
24
Stochastischer Prozess
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Aoki, Yoshimitsu
1
Baran, Michał
1
Barz, C.
1
Bayraktar, Erhan
1
Bi, Junna
1
Bielecki, Thomas
1
Favero, Gino
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Frey, Rüdiger
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Hernández-Hernández, Daniel
1
Kallsen, Jan
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1
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1
Touzi, Nizar
1
Waldmann, Karl-Heinz
1
Wang, Gu
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Yokouchi, Daisuke
1
Yuen, Kam Chuen
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1
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Mathematical methods of operations research
Finance research letters
40
International journal of theoretical and applied finance
38
International review of financial analysis
35
Finance and stochastics
31
Insurance / Mathematics & economics
31
Journal of banking & finance
31
Journal of economic dynamics & control
30
Energy economics
29
The journal of futures markets
28
Economic modelling
26
European journal of operational research : EJOR
26
Applied economics
25
International review of economics & finance : IREF
25
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
25
Swiss Finance Institute Research Paper
23
Journal of risk and financial management : JRFM
22
Quantitative finance
22
Applied mathematical finance
20
Risks : open access journal
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
Journal of empirical finance
16
Research in international business and finance
16
The European journal of finance
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The review of financial studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
NBER working paper series
14
Computational economics
12
Journal of mathematical finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
11
SpringerLink / Bücher
11
The journal of asset management
11
The journal of portfolio management : a publication of Institutional Investor
11
Working paper / National Bureau of Economic Research, Inc.
11
Cogent economics & finance
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Journal of international financial markets, institutions & money
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1
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
2
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
3
Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J.
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
Saved in:
4
Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter
- In:
Mathematical methods of operations research
72
(
2010
)
3
,
pp. 433-451
Persistent link: https://www.econbiz.de/10008748334
Saved in:
5
A note on statistical models for individual hedge fund returns
Miura, Ryozo
;
Aoki, Yoshimitsu
;
Yokouchi, Daisuke
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 553-577
Persistent link: https://www.econbiz.de/10003858278
Saved in:
6
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
Saved in:
7
Asymptotic pricing in large financial markets
Baran, Michał
- In:
Mathematical methods of operations research
66
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003526203
Saved in:
8
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
9
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10002858606
Saved in:
10
Shortfall risk minimization under model uncertainty in the binomial case : adaptive and robust approaches
Favero, Gino
- In:
Mathematical methods of operations research
53
(
2001
)
3
,
pp. 483-503
Persistent link: https://www.econbiz.de/10001628082
Saved in:
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