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~isPartOf:"Computational economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Computational economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
19
Finanzmarkt und Portfolio-Management
18
Journal of banking & finance
16
The journal of futures markets
15
European journal of operational research : EJOR
13
Quantitative finance
10
The European journal of finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
International review of financial analysis
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
Swiss journal of economics and statistics
8
The journal of fixed income
8
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of asset management
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
The journal of computational finance
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Financial markets and portfolio management
5
Journal of mathematical finance
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Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Die Bank
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European financial management : the journal of the European Financial Management Association
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1
Stress testing in a value at risk framework
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001248811
Saved in:
2
Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo
;
Han, Liyan
- In:
Computational economics
45
(
2015
)
1
,
pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
Saved in:
3
Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
Computational economics
44
(
2014
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
Saved in:
4
Value at risk for derivatives
Jahel, Lina el
;
Perraudin, William R. M.
;
Sellin, Peter
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001432480
Saved in:
5
Optimal derivative strategies with discrete rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
Saved in:
6
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Saved in:
7
Dynamic models of portfolio credit risk : a simplified approach
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
Saved in:
8
Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon
;
Yoon, Seong-min
;
Bekiros, Stelios
; …
- In:
Computational economics
56
(
2020
)
2
,
pp. 529-545
Persistent link: https://www.econbiz.de/10012272046
Saved in:
9
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
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