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Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus - 1994
Persistent link: https://www.econbiz.de/10012317467
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Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus - 1994
Persistent link: https://www.econbiz.de/10013417914
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The nexus between oil and airline stock returns : does time frequency matter?
Asadi, Mehrad; Pham, Son Duy; Nguyen, Thao Thac Thanh; … - In: Energy economics 117 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014437120
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Portfolio insurance and volatility
Frey, Rüdiger; Stremme, Alexander - 1994
Persistent link: https://www.econbiz.de/10000891385
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Market volatility and trading strategies
Krull, Steven Brian - 1990
Persistent link: https://www.econbiz.de/10000863754
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Hedging low-cost-basis stock
Gordon, Robert N. - In: Private wealth : advances in wealth management practices, (pp. 373-383). 2009
Persistent link: https://www.econbiz.de/10003810087
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A note on mean-variance hedging of non-attainable claims
Kohlmann, Michael; Peisl, Bernhard - 2000
function of both assets. We solve the mean-variance hedging prob- lem completely and prove that the optimal strategy consists …
Persistent link: https://www.econbiz.de/10011543484
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Three-benchmarked risk minimization for jump diffusion markets
Du, Ke; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564615
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Hedging and portfolio optimization in illiquid financial markets
Bank, Peter; Baum, Dietmar - 2002
Persistent link: https://www.econbiz.de/10001685047