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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"The review of financial studies"
~person:"Liu, Jun"
~person:"Longstaff, Francis A."
~person:"Rásonyi, Miklós"
~subject:"Kleinste-Quadrate-Methode"
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Liu, Jun
Longstaff, Francis A.
Rásonyi, Miklós
Başak, Suleyman
5
Detemple, Jérôme B.
4
Dybvig, Philip H.
4
Escobar, Marcos
3
Fernholz, Robert
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1
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
Saved in:
2
Optimal portfolio choice for a behavioural investor in continuous-time markets
Rásonyi, Miklós
;
Rodrigues, Andrea M.
- In:
Annals of finance
9
(
2013
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10009741193
Saved in:
3
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
8
Valuing American options by simulation : a simple least-squares approach
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10001543109
Saved in:
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