Narrow search
Showing 1 - 10 of 1,538
Cover Image
Hedging crash risk in optimal portfolio selection
Zhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting - In: Journal of banking & finance 119 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Cover Image
Optimal portfolio choice for higher-order risk averters
Fang, Yi; Post, Thierry - In: Journal of banking & finance 137 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Cover Image
The LIX : a model-independent liquidity index
Guillaume, Florence - In: Journal of banking & finance 58 (2015), pp. 214-231
Persistent link: https://www.econbiz.de/10011543981
Cover Image
Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing; Jin, Zeyu; An, Yunbi - In: Journal of banking & finance 79 (2017), pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
Cover Image
Using linear and goal programming to immunize bond portfolios
Alexander, Gordon J.; Resnick, Bruce G. - In: Journal of banking & finance 9 (1985) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001824052
Cover Image
Asset-liability management under time-varying investment opportunities
Ferstl, Robert; Weissensteiner, Alex - In: Journal of banking & finance 35 (2011) 1, pp. 182-192
Persistent link: https://www.econbiz.de/10009244427
Cover Image
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting; Zhu, Shushang; Sun, Xiaoling; Li, Duan - In: Journal of banking & finance 37 (2013) 6, pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Cover Image
A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpınar, Nalân; Pachamanova, Dessislava A. - In: Journal of banking & finance 37 (2013) 6, pp. 2031-2041
Persistent link: https://www.econbiz.de/10009742491
Cover Image
On portfolio optimization : imposing the right constraints
Behr, Patrick; Guettler, Andre; Miebs, Felix - In: Journal of banking & finance 37 (2013) 4, pp. 1232-1242
Persistent link: https://www.econbiz.de/10009719796
Cover Image
Factor based index tracking
Corielli, Francesco; Marcellino, Massimiliano - In: Journal of banking & finance 30 (2006) 8, pp. 2215-2233
Persistent link: https://www.econbiz.de/10003355749