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Institutional investors and the dependence structure of asset returns
Cont, Rama; Wagalath, Lakshithe - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
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A continuous-time reexamination of dollar-cost averaging
Milevsky, Moshe Arye; Posner, Steven E. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10001769127
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Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
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Equilibrium with excessive holdings constraint : an application to DC pension plans
Soumaré, Issouf - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1159-1190
Persistent link: https://www.econbiz.de/10003632061
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Pricing and hedging in a dynamic credit model
Elouerkhaoui, Youssef - In: International journal of theoretical and applied finance 10 (2007) 4, pp. 703-731
Persistent link: https://www.econbiz.de/10003503384
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Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats; Tankov, Peter - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
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Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.; Cialenco, Igor; Iyigunler, Ismail; … - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
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A quadratic hedging approach to comparison of catastrophe indices
Norberg, Ragnar; Savina, Oksana - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10009624461
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Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz; Uzunashvili, T. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
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Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009624488