//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Hedging vs. Diversification :...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
203
Portfolio-Management
203
Theorie
135
Theory
135
Stochastic process
45
Stochastischer Prozess
45
Hedging
42
Risikomaß
41
Risk measure
41
Risiko
40
Risk
40
Option pricing theory
36
Optionspreistheorie
36
Risikomanagement
34
Risk management
34
Capital income
30
Kapitaleinkommen
30
Mathematical programming
26
Mathematische Optimierung
26
CAPM
24
Volatility
24
Volatilität
24
Derivat
23
Derivative
23
Portfolio optimization
23
Estimation
18
Experiment
18
Schätzung
18
Anlageverhalten
17
Behavioural finance
17
Forecasting model
17
Measurement
17
Messung
17
Prognoseverfahren
17
Option trading
13
Optionsgeschäft
13
Robust statistics
13
Robustes Verfahren
13
Transaction costs
13
Transaktionskosten
13
more ...
less ...
Online availability
All
Undetermined
195
Free
34
Type of publication
All
Article
228
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
230
Aufsatz in Zeitschrift
230
Conference paper
10
Konferenzbeitrag
10
Aufsatzsammlung
2
Language
All
English
230
Author
All
Escobar, Marcos
6
Härdle, Wolfgang
4
Kim, Woo Chang
4
Lee, Yongjae
4
Boudt, Kris
3
Kim, Jang Ho
3
Li, Yuying
3
Madan, Dilip B.
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Wong, Hoi Ying
3
Yu, Philip L. H.
3
Alexander, Carol
2
Bernard, Carole
2
Birge, John R.
2
Chen, An
2
Cheng, Yuyang
2
Costa, Giorgio
2
Delage, Erick
2
Ding, Rui
2
Elliott, Robert J.
2
Endres, Sylvia
2
Forsyth, Peter A.
2
Grobys, Klaus
2
Gu, Jia-Wen
2
Hilliard, Jimmy E.
2
Hilliard, Jitka
2
Koumou, Gilles Boevi
2
Krauss, Christopher
2
Kwon, Do-Gyun
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Li, Jonathan Yu-Meng
2
Li, Lingfei
2
Liu, Qingfu
2
Loeper, Grégoire
2
Lütkebohmert-Holtz, Eva
2
Marzban, Saeed
2
Ni, Chendi
2
Ni, Yinan
2
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
Quantitative finance
Journal of banking & finance
694
NBER working paper series
670
MPRA Paper
575
Finance research letters
567
Working paper / National Bureau of Economic Research, Inc.
534
NBER Working Paper
438
Insurance / Mathematics & economics
434
European journal of operational research : EJOR
428
The journal of futures markets
385
NBER Working Papers
384
International review of financial analysis
353
Research paper series / Swiss Finance Institute
341
Journal of financial economics
324
Working Paper
317
International journal of theoretical and applied finance
305
The journal of finance : the journal of the American Finance Association
293
Journal of economic dynamics & control
280
Discussion paper / Centre for Economic Policy Research
261
The journal of asset management
261
The journal of portfolio management : a publication of Institutional Investor
259
Applied economics
258
The review of financial studies
251
International review of economics & finance : IREF
247
Management science : journal of the Institute for Operations Research and the Management Sciences
247
Finance and stochastics
246
CEPR Discussion Papers
242
Swiss Finance Institute Research Paper
241
Mathematical finance : an international journal of mathematics, statistics and financial theory
228
Journal of empirical finance
226
Journal of financial and quantitative analysis : JFQA
222
Energy economics
219
Risks : open access journal
215
SpringerLink / Bücher
214
Journal of risk and financial management : JRFM
213
Economic modelling
212
ECB Working Paper
210
The European journal of finance
210
Working paper
200
CESifo Working Paper
198
more ...
less ...
Source
All
ECONIS (ZBW)
230
Showing
1
-
10
of
230
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio rebalancing with cardinality and
diversification
constraints
Zhao, Zhihua
;
Xu, Fengmin
;
Du, Donglei
;
Meihua, Wang
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
Saved in:
2
Rao's quadratic entropy and maximum
diversification
indexation
Carmichael, Benoît
;
Koumou, Gilles Boevi
;
Moran, Kevin
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1017-1031
Persistent link: https://www.econbiz.de/10011911262
Saved in:
3
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
4
Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, B. H.
;
Maré, E.
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1855-1868
Persistent link: https://www.econbiz.de/10012696784
Saved in:
5
Equal risk pricing and
hedging
of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
6
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
7
Option
hedging
using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
Saved in:
8
Portfolio insurers and constant weight traders : who will survive?
Barucci, Emilio
;
Dindo, Pietro
;
Grassetti, Francesca
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 1993-2004
Persistent link: https://www.econbiz.de/10012696807
Saved in:
9
Pricing and
hedging
guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method
Alonso-García, Jennifer
;
Wood, Oliver
;
Ziveyi, Jonathan
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1049-1075
Persistent link: https://www.econbiz.de/10011911282
Saved in:
10
Risk-managed 52-week high industry momentum, momentum crashes and
hedging
macroeconomic risk
Grobys, Klaus
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->