Integrated dynamic models for hedging international portfolio risks
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
| Year of publication: |
2020
|
|---|---|
| Authors: | Topaloglou, Nikolas ; Vladimirou, Hercules ; Zenios, Stauros Andrea |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 1 (16.8.), p. 48-65
|
| Subject: | Stochastic programming | International portfolios | Selective hedging | Eurozone crisis | Options pricing | Hedging | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.01.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012239474