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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"The review of financial studies"
~person:"Leung, Tim"
~person:"Liu, Jun"
~person:"Longstaff, Francis A."
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Leung, Tim
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ECONIS (ZBW)
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1
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
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2
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
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3
Optimal convergence trade strategies
Liu, Jun
;
Timmermann, Allan
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
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4
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
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5
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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6
Losing money on arbitrage : optimal dynamic portfolio choice in markets with arbitrage opportunities
Liu, Jun
;
Longstaff, Francis A.
- In:
The review of financial studies
17
(
2004
)
3
,
pp. 611-642
Persistent link: https://www.econbiz.de/10002148881
Saved in:
7
Optimal portfolio choice and the valuation of illiquid securities
Longstaff, Francis A.
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001570570
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