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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~subject:"Derivative"
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Search: subject_exact:"Portfolio-Selektion"
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Derivative
Portfolio selection
600
Portfolio-Management
600
Theorie
405
Theory
405
Mathematical programming
147
Mathematische Optimierung
147
Risiko
114
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114
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Anh Ngoc Lai
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European journal of operational research : EJOR
Quantitative finance
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
SpringerLink / Bücher
10
Advances in futures and options research : a research annual
9
Bank- und finanzwirtschaftliche Forschungen
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
The journal of fixed income
8
Gabler Edition Wissenschaft
7
International review of financial analysis
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
Springer Texts in Business and Economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Europäische Hochschulschriften / 5
5
Journal of financial economics
5
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5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of derivatives research
5
The Frank J. Fabozzi series
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
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ECONIS (ZBW)
23
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1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
3
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
4
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:
5
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:
6
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:
7
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
8
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:
9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
10
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
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