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~accessRights:"restricted"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Portfolio selection"
~subject:"World"
~subject:"sales management"
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Portfolio selection
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Kuznetsov, Konstantin S.
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International journal of financial engineering
Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
71
Finance research letters
62
SpringerLink / Bücher
46
European journal of operational research : EJOR
39
International review of financial analysis
32
The journal of portfolio management : JPM
32
Journal of banking & finance
31
Energy economics
30
Springer eBook Collection
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International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Journal of financial stability
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Pacific-Basin finance journal
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9
Risk management : a journal of risk, crisis and disaster
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World Bank E-Library Archive
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International journal of theoretical and applied finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economic dynamics & control
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1
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
2
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
Saved in:
3
A view inside corporate risk management
Bodnar, Gordon M.
;
Giambona, Erasmo
;
Graham, John R.
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 5001-5026
Persistent link: https://www.econbiz.de/10012125860
Saved in:
4
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
5
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
Saved in:
6
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
7
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
Saved in:
8
Betting your favorite to win : costly reluctance to hedge desired outcomes
Morewedge, Carey K.
;
Tang, Simone
;
Larrick, Richard P.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 997-1014
Persistent link: https://www.econbiz.de/10011847091
Saved in:
9
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
Saved in:
10
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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