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~isPartOf:"Advancement in business analytics tools for higher financial performance"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Research paper series"
~subject:"Experiment"
~subject:"Portfolio selection"
~subject:"Risk model"
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Advancement in business analytics tools for higher financial performance
Decisions in economics and finance : DEF ; a journal of applied mathematics
Research paper series
Insurance / Mathematics & economics
117
European journal of operational research : EJOR
73
International journal of theoretical and applied finance
71
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48
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35
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34
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1
Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
2
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
3
Fixed point theory and insurance loss modeling : an unlikely pairing
Sakib, S. M. Nazmuz
- In:
Advancement in business analytics tools for higher …
,
(pp. 129-153)
.
2023
Persistent link: https://www.econbiz.de/10014364757
Saved in:
4
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
5
Weighted average price in the Heston stochastic volatility model
Papi, Marco
;
Pontecorvi, Luca
;
Donatucci, Cristina
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 351-373
Persistent link: https://www.econbiz.de/10011997757
Saved in:
6
A note on portfolio selection and stochastic dominance
Menegatti, Mario
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 327-331
Persistent link: https://www.econbiz.de/10011642697
Saved in:
7
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
Saved in:
8
Selecting stochastic mortality models for the Italian population
Biffi, Paolo
;
Clemente, Gian Paolo
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10010412475
Saved in:
9
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
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