The following pages link to Asset allocation and derivatives (Q4646464):
Displaying 9 items.
- Equilibrium open interest (Q608910) (← links)
- The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes (Q1729811) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Derivatives-based portfolio decisions: an expected utility insight (Q2672921) (← links)
- Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management (Q5030999) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- Estimating a Hedge Fund Return Model Based on a Small Number of Samples (Q6160195) (← links)
