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Using VAR for strategic capacity allocation : an airline perspective
Leon, Steven; Szmerekovsky, Joseph; Tolliver, Denver - In: International journal of services and operations management 21 (2015) 2, pp. 127-149
Persistent link: https://www.econbiz.de/10011380053
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Does risk propensity of investors affect the heuristic choice of sri portfolio selection? : a comparison between a market portfolio and SRI portfolio
Panja, Soma - In: Global business review 23 (2022) 6, pp. 1481-1491
Persistent link: https://www.econbiz.de/10013479692
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Fine-tuning a corporate hedging portfolio : the case of an Airline
Gerner, Mathias; Ronn, Ehud I. - In: Journal of applied corporate finance : JACF 25 (2013) 4, pp. 74-86
Persistent link: https://www.econbiz.de/10010247688
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Fine-Tuning a Corporate Hedging Portfolio – The Case of an Airline Company
Gerner, Mathias - 2012
Non-financial companies typically face a multitude of risks potentially leading to significant fluctuations in the firm's cash-flows. This paper presents a case study approach demonstrating the hedging strategy employed by an international air carrier managing its jet-fuel price exposure. We...
Persistent link: https://www.econbiz.de/10013109368
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Metaheuristics for the index tracking problem
Tollo, Giacomo di; Maringer, Dietmar G. - In: Metaheuristics in the service industry, (pp. 127-154). 2009
Persistent link: https://www.econbiz.de/10003852274
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Heuristic approaches to realistic portfolio optimisation
Busetti, F. - In: Computational finance and its applications II : [Second …, (pp. 361-370). 2006
Persistent link: https://www.econbiz.de/10003410214
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Heuristic portfolio optimization : Bayesian updating with the Johnson family of distributions
Louth, Richard - In: Optimizing optimization : the next generation of …, (pp. 247-281). 2010
Persistent link: https://www.econbiz.de/10003939160
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Risk preferences and loss aversion in portfolio optimization
Maringer, Dietmar G. - In: Computational methods in financial engineering : essays …, (pp. 27-45). 2008
Persistent link: https://www.econbiz.de/10003669427
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Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix
Specht, Katja; Winker, Peter - In: Computational methods in financial engineering : essays …, (pp. 73-94). 2008
Persistent link: https://www.econbiz.de/10003669449