Integrated dynamic models for hedging international portfolio risks
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Publication:2183309
DOI10.1016/J.EJOR.2019.01.027zbMATH Open1441.91073OpenAlexW2909082422WikidataQ128589002 ScholiaQ128589002MaRDI QIDQ2183309FDOQ2183309
Authors: Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios 
Publication date: 26 May 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.01.027
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Cited In (11)
- An evolutionary game theory approach for analyzing risk-based financing schemes
- Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19
- A Dynamic Equilibrium Model of International Portfolio Holdings
- International portfolio selection model with exchange rate risk
- Two-stage international portfolio models with higher moment risk measures
- Title not available (Why is that?)
- Applications of the integrated approach to international portfolio optimization
- A dynamic stochastic programming model for international portfolio management
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
- Scenario modelling for selective hedging strategies
- Robust international portfolio optimization with worst-case mean-CVaR
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