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~isPartOf:"Quantitative finance"
~subject:"Risikomanagement"
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Search: subject_exact:"Portfolio-Insurance"
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Risikomanagement
Stochastic process
Portfolio selection
357
Portfolio-Management
357
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198
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64
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64
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86
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Escobar, Marcos
5
Cheng, Yuyang
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Chiu, Mei Choi
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Endres, Sylvia
2
Härdle, Wolfgang
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Paraschiv, Florentina
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1
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Economic modelling
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Insurance / Mathematics & economics
172
European journal of operational research : EJOR
106
Journal of banking & finance
76
International journal of theoretical and applied finance
69
Risks : open access journal
61
Finance and stochastics
52
Finance research letters
51
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41
Wiley finance series
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33
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32
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International review of financial analysis
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International journal of financial engineering
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
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:
2
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:
3
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:
4
Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul
;
Owadally, Iqbal
;
Clare, Andrew D.
;
Kashif, …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
Saved in:
5
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:
6
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
Saved in:
7
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
8
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
9
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
10
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
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