Pages that link to "Item:Q5483507"
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The following pages link to CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507):
Displaying 5 items.
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- A worst-case approach for interest rate stresses and stock crashes (Q5091796) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)