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Journal of Mathematical Finance

Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Hedging with Stock Index Options: A Mean-Extended Gini Approach"
written by Haim Shalit, Doron Greenberg,
published by Journal of Mathematical Finance, Vol.3 No.1, 2013
has been cited by the following article(s):
  • Google Scholar
  • CrossRef
[1] Identification, and Prioritization of Iran Mercantile Exchange Risks: A Fuzzy Hybrid Expert Driven Multi Criteria Decision Making Approach
Journal of Modern Management Studies, 2021
[2] شناسایی و اولویت‌بندی ریسک‌های بورس کالای ایران: رویکرد تصمیم گیری چندشاخصه خبره‌محور فازی ترکیبی‎
تحقیقات نوین مدیریت خاتم, 2021
[3] A machine learning integrated portfolio rebalance framework with risk-aversion adjustment
2020
[4] EFFICACY OF NIFTY INDEX FUTURES HEDGING ON HIGH BETA STOCKS PORTFOLIO
2020
[5] MATHEMATICAL MODELLING OF RISK IN PORTFOLIO OPTIMIZATION WITH MEAN-EXTENDED GINI APPROACH
2016
[6] Models and Algorithms for Portfolio Optimization Under Uncertainty
ProQuest Dissertations Publishing, 2016
[7] Determining the Effectiveness of Exchange Traded Funds as a Risk Management Tool for Southeastern Producers
2016
[8] Planning Online Advertising Using Lorenz Curves
Available at SSRN, 2015
[9] Estratégias de Hedging para a Fruticultura Exportadora Brasileira
2015
[10] Статистически справедливая цена на европейские опционы колл согласно дискретной модели «среднее–дисперсия»
2014
[11] Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria
Annals of Operations Research, 2014
[12] Statistically fair price for the european call options according to the discreet mean/variance model
2014
[13] Статистически справедливая цена на европейские опционы колл согласно дискретной модели «среднее-дисперсия»
2014
[14] Статистически справедливая цена на европейские опционы колл согласно дискретной модели ?среднее–дисперсия?
2014
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