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Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai - In: Journal of economic dynamics & control 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
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Hedging exotic derivatives through stochastic optimization
Hénaff, Patrick - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1453-1466
Persistent link: https://www.econbiz.de/10001250752
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It only takes a few moments to hedge options
Barletta, Andrea; Santucci de Magistris, Paolo; Sloth, David - In: Journal of economic dynamics & control 100 (2019), pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
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A profitable modification to global quadratic hedging
Augustyniak, Maciej; Godin, Frédéric; Simard, Clarence - In: Journal of economic dynamics & control 104 (2019), pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
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Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata; Renò, Roberto - In: Journal of economic dynamics & control 94 (2018), pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru; Elliott, Robert J.; Ortega, Juan-Pablo - In: Journal of economic dynamics & control 42 (2014), pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
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Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver; Zhang, Hai - In: Journal of economic dynamics & control 71 (2016), pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.; Kouwenberg, Roy - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1069-1097
Persistent link: https://www.econbiz.de/10001734561
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On infinite-horizon minimum-cost hedging under cone constraints
Huang, Kevin X. D. - In: Journal of economic dynamics & control 27 (2002) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10001703402