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subject:"Hedging"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Stock market"
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Stock market
Portfolio selection
390
Portfolio-Management
390
Theorie
270
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270
Mathematical programming
120
Mathematische Optimierung
120
Risiko
77
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77
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Lioui, Abraham
2
Poncet, Patrice
2
Prigent, Jean-Luc
2
Alexander, Carol
1
Ameur, H. Ben
1
Anh Ngoc Lai
1
Balter, Anne G.
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Blomvall, Jörgen
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1
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1
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1
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Kao, Chiang
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1
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1
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1
Six, Pierre
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Steuer, Ralph E.
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1
Tan, Ken Seng
1
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1
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European journal of operational research : EJOR
Finance research letters
80
International review of financial analysis
77
Applied economics
57
Journal of banking & finance
52
International review of economics & finance : IREF
48
Research in international business and finance
45
Pacific-Basin finance journal
43
Energy economics
40
The North American journal of economics and finance : a journal of financial economics studies
40
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38
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37
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35
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34
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32
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23
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Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Emerging markets review
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ECONIS (ZBW)
20
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1
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell
;
Kyriakou, Ioannis
;
Nielsen, Jens Perch
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
2
,
pp. 948-962
Persistent link: https://www.econbiz.de/10014335305
Saved in:
2
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
3
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
4
Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
5
Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
;
Ye, Xiaoxia
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
Saved in:
6
Integrated dynamic models for hedging international portfolio risks
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 48-65
Persistent link: https://www.econbiz.de/10012239474
Saved in:
7
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
8
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
9
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
10
Buy now and price later : supply contracts with time-consistent mean-variance financial hedging
Li, Qiang
;
Niu, Baozhuang
;
Chu, Lap Keung
;
Ni, Jian
; …
- In:
European journal of operational research : EJOR
268
(
2018
)
2
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011852650
Saved in:
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