Pages that link to "Item:Q363597"
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The following pages link to Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597):
Displaying 10 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Hedging strategy for a portfolio of options and stocks with linear programming (Q928101) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- Multistage optimization of option portfolio using higher order coherent risk measures (Q2253640) (← links)
- Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- The duality of option investment strategies for hedge funds (Q2476989) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)