Pages that link to "Item:Q2183309"
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The following pages link to Integrated dynamic models for hedging international portfolio risks (Q2183309):
Displaying 11 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Scenario modelling for selective hedging strategies (Q951509) (← links)
- Applications of the integrated approach to international portfolio optimization (Q1000510) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
- A Dynamic Equilibrium Model of International Portfolio Holdings (Q4531040) (← links)
- International portfolio selection model with exchange rate risk (Q5282778) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (Q6148794) (← links)
- An evolutionary game theory approach for analyzing risk-based financing schemes (Q6573324) (← links)