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~person:"Kallsen, Jan"
~person:"Lien, Da-hsiang Donald"
~subject:"Entscheidung unter Unsicherheit"
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Entscheidung unter Unsicherheit
Hedging
103
Theorie
61
Theory
61
Derivat
41
Derivative
41
Portfolio selection
16
Portfolio-Management
16
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Kallsen, Jan
Lien, Da-hsiang Donald
Broll, Udo
10
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5
Kit, Pong Wong
5
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5
Muhle-Karbe, Johannes
5
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Belief functions in business decisions : with 57 tables
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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Production and
hedging
with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
Saved in:
2
Discrete-time variance-optimal
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
3
Futures
hedging
und prospect utility and Knightian uncertainty
Lien, Da-hsiang Donald
- In:
Belief functions in business decisions : with 57 tables
,
(pp. 333-345)
.
2002
Persistent link: https://www.econbiz.de/10001704992
Saved in:
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