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subject:"Hedging"
~isPartOf:"Computational economics"
~isPartOf:"Mathematical methods of operations research"
~person:"Hernández-Hernández, Daniel"
~person:"Ma, Guiyuan"
~person:"Miura, Ryozo"
~subject:"Risk aversion"
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Hedging
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Hernández-Hernández, Daniel
Ma, Guiyuan
Miura, Ryozo
Fortin, Ines
2
Han, Liyan
2
Hlouskova, Jaroslava
2
Yin, Libo
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A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan
;
Zhu, Song-Ping
;
Kang, Boda
- In:
Computational economics
55
(
2020
)
3
,
pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
Saved in:
2
A note on statistical models for individual hedge fund returns
Miura, Ryozo
;
Aoki, Yoshimitsu
;
Yokouchi, Daisuke
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 553-577
Persistent link: https://www.econbiz.de/10003858278
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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