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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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Exit uncertainty and investment strategies of Venture capitalists : evidence from an IPO suspension in China
Sun, Shuxiao; Peng, Lanying; Wang, Zehao; Li, Wentao; … - In: Applied economics letters 31 (2024) 19, pp. 1931-1938
Persistent link: https://www.econbiz.de/10015084980
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Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar; Kumar, Sunil - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
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Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan; Sun, Xiaoling; Jun, Wang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
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Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
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Tractable robust expected utility and risk models for portfolio optimization
Natarajan, Karthik; Sim, Melvyn; Uichanco, Joline - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 695-731
Persistent link: https://www.econbiz.de/10008667625
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On two approaches to coherent risk contribution
Cherny, Alexander; Orlov, Dmitri - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 557-571
Persistent link: https://www.econbiz.de/10009156014
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno; Huu, Adrien Nguyen - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
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How skewness influences optimal allocation in a risky asset?
Eling, Martin; Sudheesh, K. K.; Tibiletti, Luisa - In: Applied economics letters 20 (2013) 7/9, pp. 842-846
Persistent link: https://www.econbiz.de/10009763287