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~person:"Assa, Hirbod"
~person:"Janabi, Mazin A. M. al"
~subject:"ARCH-Modell"
~subject:"Financial Engineering"
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Assa, Hirbod
Janabi, Mazin A. M. al
Bloss, Michael
11
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Yogo, Motohiro
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ECONIS (ZBW)
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1
A financial engineering approach to pricing agricultural insurances
Assa, Hirbod
- In:
Agricultural finance review
75
(
2015
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10011305768
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2
Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Janabi, Mazin A. M. al
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011403192
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3
Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Janabi, Mazin A. M. al
- In:
Economic modelling
40
(
2014
),
pp. 369-381
Persistent link: https://www.econbiz.de/10010425591
Saved in:
4
Optimal and coherent economic-capital structures : evidence from long and short-sales trading positions under illiquid market perspectives
Janabi, Mazin A. M. al
- In:
Operations research models in banking management
,
(pp. 109-139)
.
2013
Persistent link: https://www.econbiz.de/10009739302
Saved in:
5
Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold
Janabi, Mazin A. M. al
- In:
Journal of emerging market finance
11
(
2012
)
2
,
pp. 189-229
Persistent link: https://www.econbiz.de/10009752878
Saved in:
6
Modeling coherent trading risk parameters under illiquid market perspective
Janabi, Mazin A. M. al
- In:
Studies in economics and finance
28
(
2011
)
4
,
pp. 301-320
Persistent link: https://www.econbiz.de/10009388603
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