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Portfolio optimization in hedge funds by OGARCH and Markov switching model
Luo, Cuicui; Seco, Luis; Wu, Lin-Liang Bill - In: Omega : the international journal of management science 57 (2015), pp. 34-39
Persistent link: https://www.econbiz.de/10011416043
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Optimal variational portfolios with inflation protection strategy and efficient frontier of expected value of wealth for a defined contributory pension scheme
Okoro, Joshua O.; Nkeki, Charles I. - In: Journal of mathematical finance 3 (2013) 4, pp. 476-486
Persistent link: https://www.econbiz.de/10010240789
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Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin; Wong, Hoi Ying - In: Finance research letters 29 (2019), pp. 184-192
Persistent link: https://www.econbiz.de/10012418589
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Buy now and price later : supply contracts with time-consistent mean-variance financial hedging
Li, Qiang; Niu, Baozhuang; Chu, Lap Keung; Ni, Jian; … - In: European journal of operational research : EJOR 268 (2018) 2, pp. 582-595
Persistent link: https://www.econbiz.de/10011852650
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The mean-variance (in)efficiency of duration-based immunization
François, Pascal; Moraux, Franck - In: International review of finance : the official journal … 24 (2024) 2, pp. 253-290
Persistent link: https://www.econbiz.de/10014575525
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An environmental hedging point policy to control production rate and emission in unreliable manufacturing systems
Ben-Salem, A.; Gharbi, A.; Hajji, A. - In: International journal of production research 53 (2015) 2, pp. 435-450
Persistent link: https://www.econbiz.de/10010493889
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Analysis of the steady state probability distribution of a manufacturing system under the prioritised hedging point control policy
Chen, Wenliang; Wang, Zheng - In: International journal of production research 57 (2019) 8, pp. 2281-2303
Persistent link: https://www.econbiz.de/10012183971
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Developing environmental hedging point policy with variable demand : a machine learning approach
Behnamfar, Reza; Sajadi, Seyed Mojtaba; Tootoonchy, Mahshid - In: International journal of production economics 254 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013461617
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General Electric uses simulation and risk analysis for silicon carbide production system design
Biller, Bahar; Hartig, Michael; Olson, Ronald J.; … - In: INFORMS journal on applied analytics 49 (2019) 2, pp. 117-128
Persistent link: https://www.econbiz.de/10012024067
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Disposal versus rework : inventory control in a production system with random yield
Sonntag, Danja; Kiesmüller, Gudrun - In: European journal of operational research : EJOR 267 (2018) 1, pp. 138-149
Persistent link: https://www.econbiz.de/10011812356