//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Hagenbjörk, Johan"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Interest rate risk
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Zinsrisiko
2
Anleihe
1
Bank risk
1
Bankrisiko
1
Bond
1
Finance
1
Financial analysis
1
Finanzanalyse
1
Fixed income
1
Hedging
1
Interest rate
1
Mathematical programming
1
Mathematische Optimierung
1
OR in banking
1
Performance analysis
1
Performance attribution
1
Performance measurement
1
Performance-Messung
1
Principal component analysis
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Simulation
1
Stochastic process
1
Stochastic programming
1
Stochastischer Prozess
1
Team structure
1
Transaction costs
1
Transaktionskosten
1
Value at Risk
1
Zins
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Conference paper
1
Konferenzbeitrag
1
Language
All
English
3
Author
All
Blomvall, Jörgen
3
Hagenbjörk, Johan
3
Published in...
All
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
2
Simulation and evaluation of the distribution of interest rate risk
Hagenbjörk, Johan
;
Blomvall, Jörgen
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 297-327
Persistent link: https://www.econbiz.de/10011993485
Saved in:
3
A generic framework for monetary performance attribution
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
Journal of banking & finance
105
(
2019
),
pp. 121-133
Persistent link: https://www.econbiz.de/10012163828
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->