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~subject:"Portfolio-Management"
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Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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2
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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3
Kelly investing with downside risk control in a regime-switching market
MacLean, Leonard C.
;
Zhao, Yonggan
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10012872522
Saved in:
4
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
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5
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
6
Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul
;
Owadally, Iqbal
;
Clare, Andrew D.
;
Kashif, …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
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7
Modeling and solving portfolio selection problems based on PVaR
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1889-1898
Persistent link: https://www.econbiz.de/10012313525
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8
Chinese write-down bonds : issuance and bank capital structure
Li, P.
;
Han, Y.
;
Lin, S.
;
Qiao, T.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2055-2065
Persistent link: https://www.econbiz.de/10012313553
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