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subject:"Hedging"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Mathematische Optimierung"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Mathematische Optimierung
Risk
Portfolio selection
701
Portfolio-Management
701
Theorie
361
Theory
361
Capital income
107
Kapitaleinkommen
107
CAPM
103
Anlageverhalten
84
Behavioural finance
84
Risiko
73
Investment Fund
48
Investmentfonds
48
USA
47
United States
47
Financial investment
44
Kapitalanlage
44
Risikomanagement
43
Risk management
43
Risikomaß
41
Risk measure
41
Estimation
36
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36
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35
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35
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35
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35
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33
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33
Börsenkurs
32
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32
Mathematical programming
31
Diversification
26
Diversifikation
26
Risikoprämie
26
Risk premium
26
Option pricing theory
25
Optionspreistheorie
25
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Article
137
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3
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Aufsatz in Zeitschrift
Article in journal
140
Collection of articles of several authors
3
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3
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1
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1
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English
140
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Martellini, Lionel
3
Amenc, Noël
2
Bhansali, Vineer
2
Clarke, Roger G.
2
Davis, Benjamin
2
DeSilva, Harindra
2
Fabozzi, Frank J.
2
Grinold, Richard
2
Jacobs, Bruce I.
2
Konno, Hiroshi
2
Levy, Kenneth N.
2
Lin, Qian
2
Lioui, Abraham
2
Luo, Yulei
2
Menchero, Jose
2
Munk, Claus
2
Post, Thierry
2
Sun, Xianming
2
Thorley, Steven
2
Zenios, Stauros Andrea
2
Adler, Michael
1
Adão, Luiz F. S.
1
Aliprantis, Charalambos D.
1
Amromin, Gene
1
Anderson, Ewan W.
1
Ankirchner, Stefan
1
Anthonisz, Sean A.
1
Arvanitis, Stelios
1
Athayde, Gustavo M. de
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
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1
Bali, Turan G.
1
Baltas, Nick
1
Baquero, Guillermo
1
Barletta, Andrea
1
Barroso, Pedro
1
Bauer, Daniel
1
Beaud, Mickael
1
Berger, Loïc
1
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Published in...
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Journal of economic dynamics & control
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of portfolio management : a publication of Institutional Investor
European journal of operational research : EJOR
199
Insurance / Mathematics & economics
150
Finance research letters
118
Journal of banking & finance
103
International review of financial analysis
78
International journal of theoretical and applied finance
77
Finance and stochastics
71
Risks : open access journal
70
Quantitative finance
69
The journal of asset management
61
International review of economics & finance : IREF
59
Economic modelling
56
The North American journal of economics and finance : a journal of financial economics studies
55
Applied economics
48
Journal of financial economics
47
Computational economics
45
Journal of empirical finance
44
Mathematics and financial economics
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
Energy economics
41
Journal of risk and financial management : JRFM
41
Journal of risk
37
The European journal of finance
35
Scandinavian actuarial journal
31
The journal of futures markets
31
Applied mathematical finance
30
The review of financial studies
30
Journal of mathematical finance
29
Operations research
29
Computers & operations research : and their applications to problems of world concern ; an international journal
28
Economics letters
28
Research in international business and finance
27
Applied economics letters
25
Journal of international financial markets, institutions & money
25
Journal of investment management : JOIM
25
Journal of the Operational Research Society
25
Mathematical methods of operations research
25
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ECONIS (ZBW)
140
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1
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140
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1
Countercyclical risks, consumption, and portfolio choice : theory and evidence
Shen, Jialu
- In:
Management science : journal of the Institute for …
70
(
2024
)
5
,
pp. 2862-2881
Persistent link: https://www.econbiz.de/10014550951
Saved in:
2
On the other side of hedge fund equity trades
Cui, Xinyu
;
Kolokolova, Olga
;
Wang, Jiaguo
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3684-3710
Persistent link: https://www.econbiz.de/10014551965
Saved in:
3
Correlated cluster-based randomized experiments : robust variance minimization
Candogan, Ozan
;
Chen, Chen
;
Niazadeh, Rad
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 4069-4086
Persistent link: https://www.econbiz.de/10014552526
Saved in:
4
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
5
Performance evaluation, managerial hedging, and contract termination
Huang, Yu
;
Ju, Nengjiu
;
Xing, Hao
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4953-4971
Persistent link: https://www.econbiz.de/10014339485
Saved in:
6
Hedging with an edge : parametric currency overlay
Barroso, Pedro
;
Reichenecker, Jurij-Andrei
;
Menichetti, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
Saved in:
7
Portfolio choices with many big models
Anderson, Ewan W.
;
Cheng, Ai-ru
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 690-715
Persistent link: https://www.econbiz.de/10012821249
Saved in:
8
Targets, predictability, and performance
Peñaranda, Francisco
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
Saved in:
9
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
10
Optimal portfolio choice with estimation risk : no risk-free asset case
Kan, Raymond
;
Wang, Xiaolu
;
Zhuo, Guofu
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2047-2068
Persistent link: https://www.econbiz.de/10013262911
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