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subject:"Hedging"
~isPartOf:"Computational economics"
~isPartOf:"Mathematical methods of operations research"
~person:"Hernández-Hernández, Daniel"
~person:"Kang, Zhilin"
~person:"Prigent, Jean-Luc"
~subject:"Risk aversion"
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Hedging
Risk aversion
Portfolio selection
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Portfolio-Management
5
Theorie
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Theory
5
Risikoaversion
3
Decision under uncertainty
2
Entscheidung unter Unsicherheit
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Portfolio optimization
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Ambiguity
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Control theory
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Distribution ambiguity
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Dynamic programming
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Minimum variance portfolio
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Risk measure
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Robust statistics
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Hernández-Hernández, Daniel
Kang, Zhilin
Prigent, Jean-Luc
Fortin, Ines
2
Han, Liyan
2
Hlouskova, Jaroslava
2
Yin, Libo
2
Abbes, Mouna Boujelbène
1
Aoki, Yoshimitsu
1
Baran, Michał
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Barz, C.
1
Bayraktar, Erhan
1
Bekiros, Stelios
1
Ben Ameur, Hachmi
1
Bouri, Elie
1
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1
Fabozzi, Frank J.
1
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1
Fernández, Begoña
1
Frey, Rüdiger
1
Huang, Nan-Jing
1
Kallsen, Jan
1
Kang, Boda
1
Kang, Sang Hoon
1
Katsikis, Vasilios N.
1
Konstantinov, Gueorgui
1
Lee, Kyungsub
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Lindberg, Peter
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Ma, Guiyuan
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Meda, Ana
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Mourtas, Spyridon D.
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Mußhoff, Oliver
1
Odening, Martin
1
Ourir, Awatef
1
Ritter, Matthias
1
Runggaldier, Wolfgang J.
1
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Computational economics
Mathematical methods of operations research
Economic modelling
3
European journal of operational research : EJOR
2
29th International Conference of the French Finance Association (AFFI) 2012
1
International review of financial analysis
1
Journal of banking & finance
1
Springer Finance
1
The Geneva risk and insurance review
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ECONIS (ZBW)
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Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
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2
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
3
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
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