Scenario modelling for selective hedging strategies (Q951509): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q4718793 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Integrated simulation and optimization models for tracking international fixed income indices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A stochastic programming model for money management / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Scenario generation and stochastic programming models for asset liability management / rank | |||
Normal rank | |||
Revision as of 18:08, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario modelling for selective hedging strategies |
scientific article |
Statements
Scenario modelling for selective hedging strategies (English)
0 references
24 October 2008
0 references
scenario
0 references
currency hedging
0 references
transaction costs
0 references
optimization
0 references
international asset management
0 references
0 references
0 references
