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Search: subject:"Minimum variance strategy"
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Portfolio selection
4
Portfolio-Management
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Theorie
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Theory
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Minimum variance strategy
3
Analysis of variance
2
Varianzanalyse
2
Volatility
2
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Abel's differential equation
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Behavioural finance
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Curse of dimensionality
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Dynamic global minimum-variance strategy
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Dynamic programming
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Dynamische Optimierung
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Extended dynamic programming
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Factor analysis
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Faktorenanalyse
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HJB equation
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Hedging
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Kapitaleinkommen
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Lifetime investment
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Portfolio optimization
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Realized DCC-GARCH model
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Realized multi-power variations
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Risiko
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Risikomanagement
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Risk
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Risk management
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Share price
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Time consistency
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Time-consistent strategy
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Chen, Xinfu
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Geddes, Patrick
1
Goldberg, Lisa
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Hung, Jui-Cheng
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Landriault, David
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Leshem, Ran
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Li, Bin
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Li, Dongchen
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Economic modelling
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Journal of investment management : JOIM
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ECONIS (ZBW)
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Time-consistent mean-variance portfolio selection with only risky assets
Pun, Chi Seng
- In:
Economic modelling
75
(
2018
),
pp. 281-292
Persistent link: https://www.econbiz.de/10012101523
Saved in:
2
Evaluation of realized multi-power variations in minimum variance hedging
Hung, Jui-Cheng
- In:
Economic modelling
51
(
2015
),
pp. 672-679
Persistent link: https://www.econbiz.de/10011476357
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3
On minimizing drawdown risks of lifetime investments
Chen, Xinfu
;
Landriault, David
;
Li, Bin
;
Li, Dongchen
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
Saved in:
4
Restoring value to minimum variance
Goldberg, Lisa
;
Leshem, Ran
;
Geddes, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10010388909
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