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subject:"Hedging"
~isPartOf:"Journal of mathematical finance"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Risikomaß
Portfolio selection
87
Portfolio-Management
87
Theorie
57
Theory
57
Stochastic process
21
Stochastischer Prozess
21
Mathematical programming
15
Mathematische Optimierung
15
Option pricing theory
12
Optionspreistheorie
12
Volatility
11
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Portfolio Optimization
5
Stochastic Optimal Control
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18
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Article in journal
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18
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English
18
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Nakano, Yumiharu
2
Nkeki, Charles I.
2
Duedahl, Sindre
1
Gichuhi, Antony W.
1
Greenberg, Doron
1
Guo, Xu
1
Huang, Jhe-Jheng
1
Ieda, Masashi
1
Iizuka, Atsushi
1
Juan, He
1
Lien, Da-hsiang Donald
1
Lin, Peter C. L.
1
Liu, Jingzhen
1
Loxton, Ryan C.
1
Mashele, Hopolang P.
1
Mwita, Peter N.
1
Okoro, Joshua O.
1
Omari, Cyprian Ondieki
1
Orlando, Albina
1
Parker, Gary
1
Ramponi, Alessandro
1
Sapp, Travis R. A.
1
Shalit, Haim
1
So, Leh-Chyan
1
Sonono, Masimba E.
1
Takino, Kazuhiro
1
Teo, Kok Lay
1
Wang, Jian
1
Wong, Wing Keung
1
Xianglin, Jiang
1
Yamashita, Takashi
1
Yin, Deyu
1
Yiu, Ka Fai Cedric
1
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Journal of mathematical finance
Insurance / Mathematics & economics
124
Journal of banking & finance
102
Finance research letters
86
European journal of operational research : EJOR
78
International review of financial analysis
66
Journal of risk
64
Risks : open access journal
56
Economic modelling
53
International journal of theoretical and applied finance
52
Quantitative finance
52
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of economic dynamics & control
42
International review of economics & finance : IREF
41
Journal of risk and financial management : JRFM
41
Energy economics
40
Applied economics
39
Finance and stochastics
38
The European journal of finance
32
Journal of empirical finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of futures markets
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Research in international business and finance
26
Computational economics
25
Journal of financial economics
24
The journal of asset management
24
Journal of international financial markets, institutions & money
22
Applied mathematical finance
21
The journal of risk model validation
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Mathematics and financial economics
19
Scandinavian actuarial journal
19
Operations research
18
The journal of portfolio management : a publication of Institutional Investor
17
Mathematical methods of operations research
16
Applied economics letters
15
International journal of financial engineering
15
International journal of forecasting
15
Journal of investment management : JOIM
15
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ECONIS (ZBW)
18
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1
Mathematical model of financial investment risk
Yin, Deyu
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
Saved in:
2
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
3
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
4
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
Saved in:
5
Alternative alphas from hedge fund ETF speculation
Lin, Peter C. L.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 34-42
Persistent link: https://www.econbiz.de/10011543076
Saved in:
6
The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan, He
;
Wang, Jian
;
Xianglin, Jiang
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 134-155
Persistent link: https://www.econbiz.de/10011543832
Saved in:
7
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
8
Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
9
Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A.
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
Saved in:
10
On historical value at risk under distribution uncertainty
Iizuka, Atsushi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
Saved in:
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