Pages that link to "Item:Q4719406"
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The following pages link to Optimal hedging using cointegration (Q4719406):
Displayed 15 items.
- Quantile cointegrating regression (Q302196) (← links)
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- A hybrid optimization approach to index tracking (Q1026552) (← links)
- An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
- Identifying small mean-reverting portfolios (Q3169214) (← links)
- A methodology for index tracking based on time-series clustering (Q4610248) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287) (← links)
- Optimal investment and consumption under a continuous-time cointegration model with exponential utility (Q5234345) (← links)