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subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
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Portfolio selection
Stochastic process
Derivat
55
Derivative
55
Option pricing theory
29
Optionspreistheorie
29
Theorie
16
Theory
16
Finance
13
Portfolio-Management
13
Stochastischer Prozess
13
Volatility
12
Volatilität
12
Option trading
11
Optionsgeschäft
11
Credit risk
8
Hedging
8
Kreditrisiko
8
Risikomanagement
7
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Commodity derivative
5
Lieferkette
5
Rohstoffderivat
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Electricity price
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Option pricing
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Risk
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Robustes Verfahren
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Aufsatz in Zeitschrift
CD-ROM, DVD
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23
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23
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Alexander, Carol
1
Anh Ngoc Lai
1
Balter, Anne G.
1
Bandi, Chaithanya
1
Bertsimas, Dimitris
1
Braouezec, Yann
1
Cao, Yi
1
Chiu, Mei Choi
1
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1
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1
Ewald, Christian
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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1
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1
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1
Iori, Giulia
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
Lei, Lei
1
Li, Haitao
1
Liu, Xiaoquan
1
Ma, Chenghu
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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1
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1
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1
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European journal of operational research : EJOR
International journal of theoretical and applied finance
71
Quantitative finance
28
Applied mathematical finance
27
Journal of banking & finance
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
The journal of futures markets
19
Finance and stochastics
18
Journal of mathematical finance
18
Energy economics
17
Review of derivatives research
17
International journal of financial engineering
16
Journal of economic dynamics & control
16
The journal of computational finance
16
The European journal of finance
14
The journal of derivatives : JOD
13
Finance research letters
12
Annals of finance
11
Journal of econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
10
Risks : open access journal
10
Advances in futures and options research : a research annual
9
Applied economics
9
Insurance / Mathematics & economics
9
International review of financial analysis
8
Journal of financial and quantitative analysis : JFQA
8
The journal of fixed income
8
Asia-Pacific financial markets
7
Journal of financial economics
7
Journal of risk and financial management : JRFM
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
Economic modelling
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risk and decision analysis
6
The journal of asset management
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
3
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
4
Is normal backwardation normal? : valuing financial futures with a local index-rate covariance
Raimbourg, Philippe
;
Zimmermann, Paul
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013206847
Saved in:
5
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
6
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
7
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
8
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
9
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
10
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
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