Pages that link to "Item:Q2430628"
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The following pages link to Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628):
Displaying 10 items.
- Integer programs for margining option portfolios by option spreads with more than four legs (Q744225) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Options strategies with the risk adjustment (Q1011243) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
- Optimization of covered calls under uncertainty (Q2218910) (← links)
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
