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subject:"Hedging"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Mathematische Optimierung"
~subject:"Risk"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Mathematische Optimierung
Risk
Portfolio selection
700
Portfolio-Management
700
Theorie
387
Theory
387
Capital income
93
Kapitaleinkommen
93
CAPM
88
Risiko
83
Risikomanagement
63
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63
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63
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63
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166
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Lin, Qian
3
Amenc, Noël
2
Bhansali, Vineer
2
Clarke, Roger G.
2
Costa, Giorgio
2
Davis, Benjamin
2
DeSilva, Harindra
2
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2
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2
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2
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Kim, Jang Ho
2
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2
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2
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2
Lee, Yongjae
2
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2
Lioui, Abraham
2
Martellini, Lionel
2
Menchero, Jose
2
Munk, Claus
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Satchell, Stephen
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Sun, Xianming
2
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2
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1
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1
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1
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1
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1
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1
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1
Augustyniak, Maciej
1
Avanzi, B.
1
Badescu, Alexandru
1
Baker, Malcolm
1
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1
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Published in...
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Journal of economic dynamics & control
Quantitative finance
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
105
International review of financial analysis
78
International journal of theoretical and applied finance
77
Finance and stochastics
71
Risks : open access journal
70
NBER working paper series
65
Research paper series / Swiss Finance Institute
63
The journal of asset management
61
International review of economics & finance : IREF
59
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56
The North American journal of economics and finance : a journal of financial economics studies
55
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48
Journal of financial economics
48
Swiss Finance Institute Research Paper
46
Computational economics
45
NBER Working Paper
45
Journal of empirical finance
44
Mathematics and financial economics
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
Energy economics
41
Journal of risk and financial management : JRFM
41
Working paper / National Bureau of Economic Research, Inc.
40
Journal of risk
37
The European journal of finance
35
The journal of futures markets
35
Discussion paper / Tinbergen Institute
32
Scandinavian actuarial journal
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
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
166
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1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
6
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
7
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
8
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
9
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
10
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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