FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3045745793> ?p ?o ?g. }

• W3045745793 endingPage "105905" @default.
• W3045745793 startingPage "105905" @default.
• W3045745793 abstract "When almost all underlying assets suddenly lose a certain part of their nominal value in a market crash, the diversification effect of portfolios in a normal market condition no longer works. We integrate the crash risk into portfolio management and investigate performance measures, hedging and optimization of portfolio selection involving derivatives. A suitable convex conic programming framework based on parametric approximation method is proposed to make the problem a tractable one. Simulation analysis and empirical study are performed to test the proposed approach." @default.
• W3045745793 created "2020-08-03" @default.
• W3045745793 creator A5002883004 @default.
• W3045745793 creator A5011897672 @default.
• W3045745793 creator A5062079247 @default.
• W3045745793 creator A5086958314 @default.
• W3045745793 date "2020-10-01" @default.
• W3045745793 modified "2023-10-17" @default.
• W3045745793 title "Hedging crash risk in optimal portfolio selection" @default.
• W3045745793 cites W1647779468 @default.
• W3045745793 cites W2009923109 @default.
• W3045745793 cites W2019291268 @default.
• W3045745793 cites W2023593202 @default.
• W3045745793 cites W2028469191 @default.
• W3045745793 cites W2038865108 @default.
• W3045745793 cites W2042121378 @default.
• W3045745793 cites W2054640142 @default.
• W3045745793 cites W2058449822 @default.
• W3045745793 cites W2085284619 @default.
• W3045745793 cites W2101266017 @default.
• W3045745793 cites W2105235982 @default.
• W3045745793 cites W2111951371 @default.
• W3045745793 cites W2120553521 @default.
• W3045745793 cites W2126311658 @default.
• W3045745793 cites W2129482899 @default.
• W3045745793 cites W2154756406 @default.
• W3045745793 cites W2170206178 @default.
• W3045745793 cites W2172074964 @default.
• W3045745793 cites W2482896810 @default.
• W3045745793 cites W2591116267 @default.
• W3045745793 cites W2596656925 @default.
• W3045745793 cites W2912522929 @default.
• W3045745793 cites W3122337495 @default.
• W3045745793 cites W3123675609 @default.
• W3045745793 cites W3123883283 @default.
• W3045745793 cites W3124049593 @default.
• W3045745793 cites W3124520208 @default.
• W3045745793 cites W3125338995 @default.
• W3045745793 cites W3210839039 @default.
• W3045745793 doi "https://doi.org/10.1016/j.jbankfin.2020.105905" @default.
• W3045745793 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/7386296" @default.
• W3045745793 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/32834433" @default.
• W3045745793 hasPublicationYear "2020" @default.
• W3045745793 type Work @default.
• W3045745793 sameAs 3045745793 @default.
• W3045745793 citedByCount "9" @default.
• W3045745793 countsByYear W30457457932020 @default.
• W3045745793 countsByYear W30457457932021 @default.
• W3045745793 countsByYear W30457457932022 @default.
• W3045745793 countsByYear W30457457932023 @default.
• W3045745793 crossrefType "journal-article" @default.
• W3045745793 hasAuthorship W3045745793A5002883004 @default.
• W3045745793 hasAuthorship W3045745793A5011897672 @default.
• W3045745793 hasAuthorship W3045745793A5062079247 @default.
• W3045745793 hasAuthorship W3045745793A5086958314 @default.
• W3045745793 hasBestOaLocation W30457457931 @default.
• W3045745793 hasConcept C105795698 @default.
• W3045745793 hasConcept C106159729 @default.
• W3045745793 hasConcept C117251300 @default.
• W3045745793 hasConcept C119857082 @default.
• W3045745793 hasConcept C126255220 @default.
• W3045745793 hasConcept C144133560 @default.
• W3045745793 hasConcept C149782125 @default.
• W3045745793 hasConcept C162118730 @default.
• W3045745793 hasConcept C162324750 @default.
• W3045745793 hasConcept C162853370 @default.
• W3045745793 hasConcept C180916674 @default.
• W3045745793 hasConcept C183469790 @default.
• W3045745793 hasConcept C199360897 @default.
• W3045745793 hasConcept C202655437 @default.
• W3045745793 hasConcept C21099588 @default.
• W3045745793 hasConcept C2780821815 @default.
• W3045745793 hasConcept C33923547 @default.
• W3045745793 hasConcept C41008148 @default.
• W3045745793 hasConcept C67051015 @default.
• W3045745793 hasConcept C81917197 @default.
• W3045745793 hasConceptScore W3045745793C105795698 @default.
• W3045745793 hasConceptScore W3045745793C106159729 @default.
• W3045745793 hasConceptScore W3045745793C117251300 @default.
• W3045745793 hasConceptScore W3045745793C119857082 @default.
• W3045745793 hasConceptScore W3045745793C126255220 @default.
• W3045745793 hasConceptScore W3045745793C144133560 @default.
• W3045745793 hasConceptScore W3045745793C149782125 @default.
• W3045745793 hasConceptScore W3045745793C162118730 @default.
• W3045745793 hasConceptScore W3045745793C162324750 @default.
• W3045745793 hasConceptScore W3045745793C162853370 @default.
• W3045745793 hasConceptScore W3045745793C180916674 @default.
• W3045745793 hasConceptScore W3045745793C183469790 @default.
• W3045745793 hasConceptScore W3045745793C199360897 @default.
• W3045745793 hasConceptScore W3045745793C202655437 @default.
• W3045745793 hasConceptScore W3045745793C21099588 @default.
• W3045745793 hasConceptScore W3045745793C2780821815 @default.
• W3045745793 hasConceptScore W3045745793C33923547 @default.
• W3045745793 hasConceptScore W3045745793C41008148 @default.
• W3045745793 hasConceptScore W3045745793C67051015 @default.
• W3045745793 hasConceptScore W3045745793C81917197 @default.
• W3045745793 hasFunder F4320321001 @default.
• W3045745793 hasLocation W30457457931 @default.

• next