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Computational methods for risk...
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1
Multi-period portfolio optimization under probabilistic
risk
measure
Sun, Yufei
;
Aw, Grace
;
Teo, Kok Lay
;
Zhu, Yanjian
; …
- In:
Finance research letters
18
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
Saved in:
2
Portfolio optimization : a multi-period model with dynamic
risk
preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
3
Jointly forecasting the value-at-
risk
and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
4
A simulation comparison of
risk
measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
5
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
6
Portfolio optimisation using alternative
risk
measures
Lorimer, Douglas Austen
;
Van Schalkwyk, Cornelis Hendrik
; …
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10015061498
Saved in:
7
Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-wen
;
Wong, Tak Kwong
- In:
Finance research letters
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
Saved in:
8
A note on optimal portfolios under regime-switching
Haas, Markus
- In:
Finance research letters
19
(
2016
),
pp. 209-216
Persistent link: https://www.econbiz.de/10011657640
Saved in:
9
Effect of lifetime uncertainty on consumption/investment with luxury bequest motives
Choi, Sungsub
;
Kim, Sungjun
;
Shim, Gyoocheol
- In:
Finance research letters
17
(
2016
),
pp. 275-279
Persistent link: https://www.econbiz.de/10011596564
Saved in:
10
A two-stage general approach to aggregate multiple bank risks
Zhu, Xiaoqian
;
Wei, Lu
;
Li, Jianping
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819276
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