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Computing value-at-risk using genetic algorithm
Sharma, Bhanu; Thulasiram, Ruppa K.; Thulasiram, Parimala - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 170-189
Persistent link: https://www.econbiz.de/10010514021
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Portfolio credit risk models and name concentration issues : theory and simulations
Bellalah, Mondher; Zouari, Mohamed; Sahli, Amel; … - In: International journal of business 20 (2015) 2, pp. 111-127
Persistent link: https://www.econbiz.de/10011286490
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A new fitness guided crossover operator and its application for solving the constrained portfolio selection problem
Liagkouras, K.; Metaxiotis, K. - In: Multiple criteria decision making in finance, insurance …, (pp. 171-187). 2015
Persistent link: https://www.econbiz.de/10011374136
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Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach
Andriosopoulos, Kostas; Nomikos, Nikos K. - In: The European journal of finance 21 (2015) 7/9, pp. 548-574
Persistent link: https://www.econbiz.de/10011301233
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Does it pay to realize tax losses at the year-end?
Lei, Adam Y .C.; Li, Huihua - In: Financial services review : the journal of individual … 22 (2013) 3, pp. 187-209
Persistent link: https://www.econbiz.de/10011305916
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Program trading and its risk analysis based on agent-based computational finance
Xiong, Xiong; Yuan, Hailiang; Zhang, Wei; Zhang, Yongjie - In: International journal of financial engineering 2 (2015) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10011333457
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Investment strategies in the funded pillar of the Slovak pension system
Melicherčík, Igor; Szűcs, Gábor; Vilček, Igor - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 2, pp. 133-151
Persistent link: https://www.econbiz.de/10011341456
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A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344801
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Valuation of large variable annuity portfolios under nested simulation : a functional data approach
Gan, Guojun; Lin, X. Sheldon - In: Insurance / Mathematics & economics 62 (2015), pp. 138-150
Persistent link: https://www.econbiz.de/10011312079