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subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of fixed income"
~subject:"Germany"
~subject:"Risk"
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Portfolio selection
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Ahčan, Aleš
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Insurance / Mathematics & economics
The journal of fixed income
The journal of futures markets
29
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SpringerLink / Bücher
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Die Bank
25
International journal of theoretical and applied finance
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1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
3
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
4
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
5
Hedging pure endowments with mortality derivatives
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
Saved in:
6
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
7
Price bounds of mortality-linked security in incomplete insurance market
Huang, Yu-lieh
;
Tsai, Jeffrey Tzuhao
;
Yang, Sharon S.
; …
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 30-39
Persistent link: https://www.econbiz.de/10010366219
Saved in:
8
Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
Ahčan, Aleš
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 131-138
Persistent link: https://www.econbiz.de/10009501692
Saved in:
9
Decision principles derived from risk measures
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
Saved in:
10
Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael
;
Füss, Roland
;
Drobetz, Wolfgang
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
Saved in:
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