Dynamic hybrid products with guarantees : an optimal portfolio framework
Year of publication: |
2019
|
---|---|
Authors: | Hambardzumyan, Hayk ; Korn, Ralf |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 84.2019, p. 54-66
|
Subject: | Dynamic hybrid products | Continuous-time portfolio optimization | DTH-products | Discrete vs. | Continuous realization | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad, (2015)
-
Solving non-linear portfolio optimization problems with interval analysis
Xu, Xiaoning, (2015)
- More ...
-
The effects of exchange rate volatility on exports : evidence from Armenia
Barseghyan, Gayane, (2018)
-
A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES
KORN, RALF, (2013)
-
Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios
Korn, Ralf, (2000)
- More ...