Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C15 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6203957 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
options strategies | |||
Property / zbMATH Keywords: options strategies / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
risk management | |||
Property / zbMATH Keywords: risk management / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
multi-stage stochastic programming | |||
Property / zbMATH Keywords: multi-stage stochastic programming / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Greek letters | |||
Property / zbMATH Keywords: Greek letters / rank | |||
Normal rank |
Revision as of 12:10, 28 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Options strategies for international portfolios with overall risk management via multi-stage stochastic programming |
scientific article |
Statements
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (English)
0 references
3 September 2013
0 references
options strategies
0 references
risk management
0 references
multi-stage stochastic programming
0 references
Greek letters
0 references