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Shortfall risk minimization under fixed transaction costs
Nayman, Niv - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
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Shortfall risk minimization in a discrete regime switching model
Awanou, Gerard - In: Decisions in economics and finance : DEF ; a journal of … 30 (2007) 1, pp. 71-78
Persistent link: https://www.econbiz.de/10003516767
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Stochastically induced critical depensation and risk of stock collapse
Poudel, Diwakar; Sandal, Leif K.; Kvamsdal, Sturla Furunes - In: Marine resource economics 30 (2015) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10011313703
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Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal; Gauthier, Geneviève; Godin, Frédéric - In: European journal of operational research : EJOR 237 (2014) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
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Time consistent pension funding in a defined benefit pension plan with non-constant discounting
Josa-Fombellida, Ricardo; Navas, Jorge - In: Insurance / Mathematics & economics 94 (2020), pp. 142-153
Persistent link: https://www.econbiz.de/10012419190
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Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe - In: Top : transactions in operations research 24 (2016) 3, pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
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Dynamic hedging for the real option management of hydropower production with exchange rate risks
Dimoski, Joakim; Fleten, Stein-Erik; Löhndorf, Nils; … - In: OR spectrum : quantitative approaches in management 45 (2023) 2, pp. 525-554
Persistent link: https://www.econbiz.de/10014326903
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Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis
Uğurlu, Kerem; Brzeczek, Tomasz - In: Central European journal of operations research 31 (2023) 4, pp. 1043-1060
Persistent link: https://www.econbiz.de/10014393005
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Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang; Song, Chunyue - In: Computers & operations research : and their … 153 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
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Default investment strategies in a defined contribution pension system : a pension risk model application for the Chilean case
Berstein J., Solange; Fuentes, Olga; Villatoro, Félix - In: Journal of pension economics and finance 12 (2013) 4, pp. 379-414
Persistent link: https://www.econbiz.de/10010198452