Foreign Exchange; Risk; Optimal Hedging; Closed Form - Articles

Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes (Articles)

Masayuki Kageyama, Takayuki Fujii, Koji Kanefuji, Hiroe Tsubaki

American Journal of Computational Mathematics Vol.1 No.3，September 19, 2011

DOI: 10.4236/ajcm.2011.13021 4,730 Downloads 9,338 Views Citations
Identification of Critical Lines in Power System Based on Optimal Load Shedding (Articles)

Mingshun Liu, Lijin Zhao, Liang Huang, Xiaowei Zhang, Changhong Deng, Zhijun Long

Energy and Power Engineering Vol.9 No.4B，April 6, 2017

DOI: 10.4236/epe.2017.94B031 2,756 Downloads 4,103 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3，July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,510 Downloads 8,536 Views Citations
China’s ODI Motivations, Political Risk, Institutional Distance and Location Choice (Articles)

Jing Han, Xiaoyuan Chu, Ke Li

Theoretical Economics Letters Vol.4 No.7，August 5, 2014

DOI: 10.4236/tel.2014.47068 4,227 Downloads 6,009 Views Citations
Does CEOs’ Overseas Experience Promote Corporate Risk-Taking (Articles)

Peiwen Cao, Weifeng Fu, Hongquan Li

Theoretical Economics Letters Vol.14 No.1，February 8, 2024

DOI: 10.4236/tel.2024.141004 157 Downloads 532 Views Citations
This article belongs to the Special Issue on Financial Economics
Fluctuations in Base Metals Prices (Articles)

Nguyen Bao Anh, Aggey Semenov

Theoretical Economics Letters Vol.5 No.4，August 18, 2015

DOI: 10.4236/tel.2015.54064 4,383 Downloads 5,499 Views Citations
Analysis of Chinese Short-Term International Capital Flow Capital Motivation (Articles)

Feng Qiu

Modern Economy Vol.10 No.3，March 29, 2019

DOI: 10.4236/me.2019.103071 945 Downloads 1,849 Views Citations
Risk Exchange under EUUP (Articles)

Hideki Iwaki

Journal of Mathematical Finance Vol.11 No.3，August 23, 2021

DOI: 10.4236/jmf.2021.113029 166 Downloads 638 Views Citations
This article belongs to the Special Issue on Financial Engineering and Risk Management
Optimal Investment and Proportional Reinsurance with Risk Constraint (Articles)

Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34046 4,286 Downloads 7,799 Views Citations
Optimal Dividend Problem for a Compound Poisson Risk Model (Articles)

Ying Shen, Chuancun Yin

Applied Mathematics Vol.5 No.10，June 3, 2014

DOI: 10.4236/am.2014.510142 3,213 Downloads 4,585 Views Citations
Optimal Asset Allocation Strategy for Defined-Contribution Pension Plans with Different Power Utility Functions (Articles)

Qingping Ma

Open Access Library Journal Vol.1 No.4，July 21, 2014

DOI: 10.4236/oalib.1100754 1,729 Downloads 2,704 Views Citations
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis (Articles)

Jun Qi, Lan Yi

Journal of Mathematical Finance Vol.7 No.3，August 31, 2017

DOI: 10.4236/jmf.2017.73040 1,092 Downloads 2,080 Views Citations
Mathematical Model of Financial Investment Risk (Articles)

Deyu Yin

Journal of Mathematical Finance Vol.8 No.1，February 14, 2018

DOI: 10.4236/jmf.2018.81011 1,638 Downloads 6,358 Views Citations
Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures (Articles)

Yuxia Huang, Chuancun Yin

Journal of Mathematical Finance Vol.9 No.1，January 17, 2019

DOI: 10.4236/jmf.2019.91002 1,052 Downloads 1,967 Views Citations
Research on the Optimal Vegetation Cover for Remote Sensing Assessment of Soil Erosion Risk Using the Temporal Matching Relationship between Rainfall and Vegetation (Articles)

Jianfeng Liu, Xiwang Zhang

Journal of Geoscience and Environment Protection Vol.7 No.2，February 13, 2019

DOI: 10.4236/gep.2019.72002 940 Downloads 1,987 Views Citations
Pareto-Optimal Reinsurance Policies under TrTVaR Risk Measure (Articles)

Yadong Li, Ying Fang

Journal of Financial Risk Management Vol.10 No.3，August 30, 2021

DOI: 10.4236/jfrm.2021.103015 265 Downloads 999 Views Citations
Optimal Insurance with Background Risk and Belief Heterogeneity (Articles)

Zixuan Xu

Open Journal of Business and Management Vol.10 No.1，January 5, 2022

DOI: 10.4236/ojbm.2022.101008 247 Downloads 830 Views Citations
Pareto-Optimal Reinsurance Based on TVaR Premium Principle and Vajda Condition (Articles)

Fengzhu Chang, Ying Fang

Open Journal of Applied Sciences Vol.13 No.10，October 18, 2023

DOI: 10.4236/ojapps.2023.1310131 92 Downloads 470 Views Citations
Optimal Insurance with Background Risk under the Ambiguity and Belief Heterogeneity Structure (Articles)

Xiaohan Wang

Journal of Applied Mathematics and Physics Vol.12 No.6，June 24, 2024

DOI: 10.4236/jamp.2024.126131 45 Downloads 234 Views Citations
Analysis of China’s Import from & Direct Investment in ASEAN—Based on Gravity Models (Articles)

Juan Wang, Yusheng Kong, Haijun Wang

Technology and Investment Vol.4 No.1，February 26, 2013

DOI: 10.4236/ti.2013.41003 6,519 Downloads 11,007 Views Citations

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