Search Results - subject:"risk minimization"

A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models

Ma, Junmei; Wang, Chen; Xu, Wei - In: European journal of operational research : EJOR 321 (2025) 3, pp. 1021-1035

Persistent link: https://www.econbiz.de/10015409961

A Girsanov transformed Clark-Ocone-Haussmann type formula for L1-pure jump additive processes and its application to portfolio optimization

Handa, Masahiro; Sakuma, Noriyoshi; Suzuki, Ryoichi - In: Annals of finance 20 (2024) 3, pp. 329-352

Persistent link: https://www.econbiz.de/10015188744

Constructing decision rules for multiproduct newsvendors : an integrated estimation-and-optimization framework

Olivares-Nadal, Alba V. - In: European journal of operational research : EJOR 315 (2024) 3, pp. 1021-1037

Persistent link: https://www.econbiz.de/10014566065

Term structure modeling with overnight rates beyond stochastic continuity

Fontana, Claudio; Grbac, Zorana; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 34 (2024) 1, pp. 151-189

Persistent link: https://www.econbiz.de/10014471210

Investment planning to minimize climate risk in agricultural production : an optimization model for a semi-arid region in India

Pal, Barun Deb; Kumar, Shalander; Patan, Elias Khan - In: Climate policy 23 (2023) 4, pp. 477-494

Persistent link: https://www.econbiz.de/10014306037

Deep Quadratic Hedging

Gnoatto, Alessandro; Lavagnini, Silvia; Picarelli, Athena - 2022

Persistent link: https://www.econbiz.de/10013535748

Diversification of structural and crisis risks in the energy sector of the ASEAN member countries

Andreev, Oleg; Lomakina, Oksana; Aleksandrova, Ariadna - In: Energy strategy reviews 35 (2021), pp. 1-8

The study aims to assess the alternatives to the diversification of energy carriers in the ASEAN member countries in the context of minimizing the risks associated with the creation of an energy portfolio. The indicator of the diversification of the energy carriers of the country based on the...

Persistent link: https://www.econbiz.de/10012703296

Comparative analysis of global and national systems for observing, monitoring and forecasting natural disasters and hazards with а view to reducing risk

Tuzyak, Yaryna - In: Technology audit and production reserves 6 (2021) 2/62, pp. 41-47

Persistent link: https://www.econbiz.de/10013167751

Consideration of risk factors in corporate property portfolio management

Karpenko, Lidiia; Chunytska, Iryna; Oliinyk, Nataliia; … - In: Journal of Risk and Financial Management 13 (2020) 12, pp. 1-14

The article is devoted to the topical issue of optimization and harmonization of the formation of the corporate property portfolio. The method of managing the corporate property portfolio in order to reduce the level of risk was optimized in the research, based on differentiated and portfolio...

Persistent link: https://www.econbiz.de/10012611526

Investment planning to minimize climate risk in agricultural production : an optimization model for a semi-arid region in India

Pal, Barun Deb; Kumar, Shalander; Patan, Elias Khan - 2020

Persistent link: https://www.econbiz.de/10013465808