Recommendations
- Capital and asset allocation
- scientific article; zbMATH DE number 1304947
- scientific article; zbMATH DE number 5589678
- Dynamic consumption and asset allocation with derivative securities
- Portfolio theory, risk management and the evaluation of derivatives
- Portfolio selection and asset pricing
- Risk and asset allocation.
- Risk and asset allocation.
- Asset Proportions in Optimal Portfolios
- Strategic asset allocation
Cited in
(24)- Strategic asset allocation
- Optimal asset allocation with fixed-term securities
- The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes
- Optimal strategies in equity securities and derivatives
- Diversification with options and structured products
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach
- Derivatives-based portfolio decisions: an expected utility insight
- Dynamic consumption and asset allocation with derivative securities
- scientific article; zbMATH DE number 1304947 (Why is no real title available?)
- scientific article; zbMATH DE number 2065345 (Why is no real title available?)
- Optimal positioning in derivative securities
- Combined custom hedging: optimal design, noninsurable exposure, and operational risk management
- Synthetic options, portfolio insurance, and contingent immunization
- A martingale approach for asset allocation with derivative security and hidden economic risk
- On the equivalence of the static and dynamic asset allocation problems
- Good deal indices in asset pricing: actuarial and financial implications
- Equilibrium open interest
- Portfolio selection: a target-distribution approach
- Estimating a Hedge Fund Return Model Based on a Small Number of Samples
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints
- The power of derivatives in portfolio optimization under affine GARCH models
- Accessing the stringy structure of proton in the framework of color glass condensate
- Expectile-linked golden investment strategies
- Strategic asset allocation with liabilities: beyond stocks and bonds
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