Hedging with Stock Index Options: A Mean-Extended Gini Approach

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Journal of Mathematical Finance

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"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):

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[14]	Statistically fair price for the european call options according to the discreet mean/variance model
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[2]	A Machine Learning Integrated Portfolio Rebalance Framework with Risk-Aversion Adjustment Journal of Risk and Financial Management, 2020 DOI:10.3390/jrfm13070155

[3]	Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria Annals of Operations Research, 2017 DOI:10.1007/s10479-016-2230-4

[4]	Statistically fair price for the European call options according to the discreet mean/variance model Computer Research and Modeling, 2014 DOI:10.20537/2076-7633-2014-6-5-861-874

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