scientific article; zbMATH DE number 2065132

MaRDI QIDQ4459795zbMATH OpenFDO

Authors Domenico Mignacca, Attilio Meucci

Publication date 18 May 2004

zbMATH Keywords

constant hedging benchmarkone-period mean-variance optimization

Mathematics Subject Classification ID

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Cited in

(5)

• On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios
• In search of robust methods for multi-currency portfolio construction by value at risk
• The zero-capital approach to portfolio enhancement and overlay management
• Trend-following hedge funds and multi-period asset allocation
• Dynamic currency hedging with non-Gaussianity and ambiguity

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