Pages that link to "Item:Q951509"
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The following pages link to Scenario modelling for selective hedging strategies (Q951509):
Displaying 7 items.
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- Treasury management model with foreign exchange exposure (Q2574065) (← links)
