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~isPartOf:"International journal of financial engineering"
~subject:"Frankreich"
~subject:"Portfolio selection"
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Portfolio selection
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International journal of financial engineering
SpringerLink / Bücher
26
Journal of banking & finance
20
Finanzmarkt und Portfolio-Management
19
International journal of theoretical and applied finance
19
Bank- und finanzwirtschaftliche Forschungen
17
Swiss journal of economics and statistics
16
The journal of futures markets
15
Energy economics
13
European journal of operational research : EJOR
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NBER working paper series
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International review of financial analysis
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The European journal of finance
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Advances in futures and options research : a research annual
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Finance and stochastics
9
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : JOD
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Applied economics
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Mitteilungen aus der Arbeitsmarkt- und Berufsforschung
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The journal of fixed income
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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
7
Finance research letters
7
Journal of international financial markets, institutions & money
7
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of asset management
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Argumente zu Marktwirtschaft und Politik
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Die Bank
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A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
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2
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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3
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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4
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
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5
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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6
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
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