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Weighted average price management of manufacturer sales on commodity exchanges
Vavilov, Sergey A.; Kuznetsov, Konstantin S. - In: International journal of financial engineering 5 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011923065
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Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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Firm, industry and economic determinants of working capital at risk
Eldomiaty, Tarek Ibrahim; Rashwan, Mohamed Hashem; El … - In: International journal of financial engineering 3 (2016) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10011673093
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Mean-variance hedging with model risk
Matsumoto, Koichi - In: International journal of financial engineering 4 (2017) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
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Optimal investment risks management strategies of an economy in a financial crisis
Nkeki, Charles I. - In: International journal of financial engineering 5 (2018) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011922949
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Shortfall risk through Fenchel duality
Cui, Zhenyu; Deng, Jun - In: International journal of financial engineering 5 (2018) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10011923010
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A profitable modification to global quadratic hedging
Augustyniak, Maciej; Godin, Frédéric; Simard, Clarence - In: Journal of economic dynamics & control 104 (2019), pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
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Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf; Rösch, Daniel - In: Journal of economic dynamics & control 68 (2016), pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
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How does the sensitivity of consumption to income vary over time? : international evidence
Islamaj, Ergys; Kose, M. Ayhan - In: Journal of economic dynamics & control 72 (2016), pp. 169-179
Persistent link: https://www.econbiz.de/10011708878
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Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei; Chen, Yuehuan; Coleman, Conrad; Coleman, Thomas F. - In: Journal of economic dynamics & control 87 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10011973875