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subject:"Hedging"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Portfolio selection
495
Portfolio-Management
495
Theorie
318
Theory
318
Risikomaß
162
Risk measure
162
Risiko
144
Risk
144
Risikomanagement
138
Risk management
138
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91
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91
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69
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53
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53
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48
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48
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47
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47
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47
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42
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Option pricing theory
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Optionspreistheorie
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Credit risk
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Kreditrisiko
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Schätzung
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30
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Article in journal
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English
30
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Dhaene, Jan
2
Gajek, Lesław
2
Li, Jackie
2
Lin, Tzuling
2
Melʹnikov, Aleksandr V.
2
Regis, Luca
2
Tan, Ken Seng
2
Aarons, Mark
1
Balasooriya, Uditha
1
Barigou, Karim
1
Bensusan, Harry
1
Cairns, Andrew
1
Carbonneau, Alexandre
1
Chen, Bingzheng
1
Chen, Ze
1
Chi, Yichun
1
Chiu, Mei Choi
1
Cong, Jianfa
1
De Franco, Carmine
1
Delong, Łukasz
1
El Karoui, Nicole
1
Feng, Runhuan
1
Flower, Barry G.
1
Glazyrina, Anna
1
Haberman, Steven
1
Hu, Tao
1
Huang, Yuxia
1
Jarrow, Robert A.
1
Jevtić, Petar
1
Krajewska, Elzbieta
1
Krajewska, Elżbieta
1
Lai, Van Son
1
Langlois, Yves
1
Leong, Philip H. W.
1
Li, Johnny Siu-Hang
1
Loeper, Gregoire
1
Loisel, Stéphane
1
Luciano, Elisa
1
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1
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Insurance / Mathematics & economics
Journal of risk
Finance research letters
40
International review of financial analysis
38
International journal of theoretical and applied finance
30
Energy economics
29
Journal of banking & finance
29
International review of economics & finance : IREF
27
The journal of futures markets
26
Applied economics
24
Economic modelling
24
Finance and stochastics
23
Journal of economic dynamics & control
23
The North American journal of economics and finance : a journal of financial economics studies
23
European journal of operational research : EJOR
17
Applied mathematical finance
16
Journal of financial economics
16
Journal of risk and financial management : JRFM
16
The review of financial studies
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Quantitative finance
15
The European journal of finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Research in international business and finance
13
Risks : open access journal
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of empirical finance
11
The journal of portfolio management : a publication of Institutional Investor
11
The journal of asset management
10
Computational economics
9
Journal of international financial markets, institutions & money
9
Journal of mathematical finance
9
Mathematical methods of operations research
9
The journal of finance : the journal of the American Finance Association
9
Cogent economics & finance
8
Journal of financial and quantitative analysis : JFQA
8
Journal of investment management : JOIM
8
Mathematics and financial economics
8
European financial management : the journal of the European Financial Management Association
7
International journal of financial engineering
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ECONIS (ZBW)
30
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1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
3
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
4
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
5
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
6
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
7
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
8
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
9
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
10
Balance-sheet interest rate risk : a weighted Lp approach
Gajek, Lesław
;
Krajewska, Elzbieta
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10011980294
Saved in:
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