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ECONIS (ZBW)
2,120
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1
A risk index to model uncertain portfolio investment with options
Wang, Xuting
;
Huang, Xiaoxia
- In:
Economic modelling
80
(
2019
),
pp. 284-293
Persistent link: https://www.econbiz.de/10012200594
Saved in:
2
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
3
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
4
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
5
Equity portfolio insurance against a benchmark : setting, replication and optimality
Bahaji, Hamza
- In:
Economic modelling
40
(
2014
),
pp. 382-391
Persistent link: https://www.econbiz.de/10010425588
Saved in:
6
Irreversible investment with uncertainty and strategic behavior
Moretto, Michele
- In:
Economic modelling
17
(
2000
)
4
,
pp. 589-617
Persistent link: https://www.econbiz.de/10001533894
Saved in:
7
Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng
;
He, Ting
;
Zhang, Chi
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
Saved in:
8
Localized risk factors : performance differentials between state-level and US factor models
Budras, Oliver
;
Dierkes, Maik
;
Sckade, Florian
- In:
Economic modelling
147
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015439196
Saved in:
9
Exploiting mixed-frequency characteristics in parametric Mean-Expected Shortfall portfolio selection
Liu, Shuting
;
Zhang, Sicheng
;
Chen, Yun
- In:
Economic modelling
148
(
2025
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015440268
Saved in:
10
Goal-oriented preferences for green bonds : a model of sustainable investment strategies
Chen, An
;
Chen, Yusha
;
Nguyen, Thai
;
Uddin, Mohammed …
- In:
Economic modelling
150
(
2025
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015441521
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