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subject:"Portfolio selection"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Germany"
~subject:"Risk"
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Portfolio selection
Germany
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Derivat
481
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481
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166
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163
Theorie
153
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153
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117
Option pricing theory
77
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Lien, Da-hsiang Donald
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Gabler Edition Wissenschaft
Quantitative finance
The journal of futures markets
Energy economics
28
SpringerLink / Bücher
27
Die Bank
25
International journal of theoretical and applied finance
23
Journal of banking & finance
20
European journal of operational research : EJOR
14
Europäische Hochschulschriften / 5
14
Review of derivatives research
12
Finance and stochastics
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Journal of financial and quantitative analysis : JFQA
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NBER working paper series
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WPg : Kompetenz schafft Vertrauen
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Advances in futures and options research : a research annual
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Applied mathematical finance
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Bank- und finanzwirtschaftliche Forschungen
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Finance research letters
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER Working Paper
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
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10
International review of financial analysis
9
Kredit und Kapital
9
The journal of derivatives : JOD
9
The journal of fixed income
9
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
9
Der Betrieb
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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International journal of financial engineering
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Risks : open access journal
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SFB 649 discussion paper
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The journal of asset management
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ECONIS (ZBW)
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
3
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:
4
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:
5
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Saved in:
6
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
7
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
8
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
10
Equal risk pricing of derivatives with deep hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
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