Found 11 Documents (Results 1–11)
Combined custom hedging: optimal design, noninsurable exposure, and operational risk management. (English) Zbl 1484.91476
MSC:
91G20
Good deal indices in asset pricing: actuarial and financial implications. (English) Zbl 07766359
MSC:
90-XX
A martingale approach for asset allocation with derivative security and hidden economic risk. (English) Zbl 1425.91408
The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes. (English) Zbl 1419.91404
MSC:
91B32
Non-linear equity portfolio variance reduction under a mean-variance framework – a delta-gamma approach. (English) Zbl 1287.91134
Equilibrium open interest. (English) Zbl 1200.91112
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