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subject:"Risiko"
subject:"Welt"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of computational finance"
~person:"Haugh, Martin B."
~person:"Huang, Wenjun"
~subject:"Portfolio-Management"
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Risiko
Welt
Portfolio-Management
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Haugh, Martin B.
Huang, Wenjun
Härdle, Wolfgang
2
Li, Duan
2
Zhu, Shushang
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Akahori, J.
1
Arratia, Argimiro
1
Barsotti, F.
1
Benth, Fred Espen
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Quantitative finance
The journal of computational finance
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ECONIS (ZBW)
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Option hedging using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
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2
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
3
A generalized risk budgeting approach to portfolio construction
Haugh, Martin B.
;
Iyengar, Garud
;
Song, Irene
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
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