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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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Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro; Novales, Alfonso - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
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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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Measurement of the displaced commercial risk in Islamic Banks
Toumi, Kaouther; Viviani, Jean-Laurent; Chayeh, Zeinab - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 18-31
Persistent link: https://www.econbiz.de/10012296888
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A unified approach to portfolio selection in a tracking error framework with additional constraints on risk
Stucchi, Patrizia - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 165-174
Persistent link: https://www.econbiz.de/10011574369
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An incentive problem of risk balancing in portfolio choices
Lu, Jin-Ray; Hwang, Chih-Chiang; Liu, Min-Luan; Lin, … - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 192-200
Persistent link: https://www.econbiz.de/10011627531
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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