CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507): Difference between revisions

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+Optimum portfolio diversification in a general continuous-time model
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+Financial Modelling with Jump Processes
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+Normal rank
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+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
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+Worst-case scenario investment for insurers
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+Worst-case scenario portfolio optimization: a new stochastic control approach
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+OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH
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+Normal rank
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+Option pricing when underlying stock returns are discontinuous
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+Q4794152
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+Publication:5483507