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Trading and hedging in S&P 400 spot and futures markets using genetic programming
Jun, Wang - In: The journal of futures markets 20 (2000) 10, pp. 911-942
Persistent link: https://www.econbiz.de/10001530841
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Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice; Hachem, Saeb - In: IMA journal of management mathematics 33 (2022) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
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Risk reducers in convex order
He, Junnan; Tang, Qihe; Zhang, Huan - In: Insurance / Mathematics & economics 70 (2016), pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
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Hedging under multiple risk constraints
Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter - In: Finance and stochastics 21 (2017) 2, pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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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
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Optimal hedging : managing time and cost uncertainty in the stochastic time-cost-qualit tradeoff project scheduling problem
Pollack-Johnson, Bruce; Liberatore, Matthew J. - In: International journal of operations and quantitative … 27 (2021) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012663702
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Production planning with risk hedging under a conditional value at risk objective
Wang, Liao; Yao, David D. - In: Operations research 71 (2023) 4, pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
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Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data
Yin, G.; Zhang, Q.; Liu, F.; Liu, R. H.; Cheng, Y. - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 217-236
Persistent link: https://www.econbiz.de/10003336876
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Computation of the ex-post optimal strategy for the trading of a single financial asset
Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009
Persistent link: https://www.econbiz.de/10003889478
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Neural network-based mean-variance-skewness model for portfolio selection
Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Computers & operations research : and their … 35 (2008) 1, pp. 34-46
Persistent link: https://www.econbiz.de/10003665721