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Volume 6, Number 4, 2014

Special Issue: Applied Quantitative Methods in Finance‏‏‏

Editorial


Managing position size depending on asset price characteristics

P Scholz | Journal of Applied Operational Research 6: 189-206 | Full Text PDF


Marginal distribution modeling and value at risk estimation for stock index returns

C Katris and S Daskalaki | Journal of Applied Operational Research 6: 207-221 | Full Text PDF


A metaheuristic multi-criteria optimisation approach to portfolio selection

G di Tollo, T Stützle and M Birattari | Journal of Applied Operational Research 6: 222-242 | Full Text PDF


Volatility as investment - crash protection with calendar spreads of variance swaps

U Wystup and Q Zhou | Journal of Applied Operational Research 6: 243-254 | Full Text PDF


Diversification of higher moments in stock portfolios - an empirical investigation

U Walther | Journal of Applied Operational Research 6: 255-263 | Full Text PDF


 

 

 

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