Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical Finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Portfolio optimization in hedg...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
BRUMMELHUIS, R.
1
CÃRDOBA, A.
1
QUINTANILLA, M.
1
SECO, L.
1
Published in...
All
Mathematical Finance
Economic modelling
3
Annals of operations research
2
CORE discussion papers : DP
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
International journal of production economics
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of mathematical finance
2
New frontiers in enterprise risk management
2
The journal of alternative investments
2
The journal of financial data science
2
The journal of impact and ESG investing
2
Applied economics letters
1
BSE working paper : working papers
1
Covid economics : vetted and real-time papers
1
Economic Modelling
1
Economic theory
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Industrial Management & Data Systems
1
International Journal of Production Economics
1
International journal of financial services management : IJFSM
1
International journal of hospitality management
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of Financial Transformation
1
Journal of Multivariate Analysis
1
Journal of economic behavior & organization
1
Journal of economic theory : JET
1
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
1
Journal of management analytics
1
Journal of risk management in financial institutions
1
Journal of the Operational Research Society : OR
1
LIDAM discussion paper CORE
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Production and operations management : an international journal of the Production and Operations Management Society
1
Quantitative Finance
1
Review of economic design
1
Risk : managing risk in the world's financial markets
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Principal Component Value at Risk
BRUMMELHUIS, R.
;
CÃRDOBA, A.
;
QUINTANILLA, M.
;
SECO, L.
- In:
Mathematical Finance
12
(
2002
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10005139689
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
