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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~person:"Angoshtari, Bahman"
~person:"Fernholz, Robert"
~person:"Goodhart, Charles A. E."
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Angoshtari, Bahman
Fernholz, Robert
Goodhart, Charles A. E.
Escobar, Marcos
3
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Leung, Tim
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Annals of finance
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1
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
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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
Saved in:
3
A second-order stock market model
Fernholz, Robert
;
Ichiba, Tomoyuki
;
Karatzas, Ioannis
- In:
Annals of finance
9
(
2013
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
Saved in:
4
On dividend restrictions and the collapse of the interbank market
Goodhart, Charles A. E.
;
Peiris, M. U.
;
Tsomocos, …
- In:
Annals of finance
6
(
2010
)
4
,
pp. 455-473
Persistent link: https://www.econbiz.de/10008652610
Saved in:
5
Relative arbitrage in volatility-stabilized markets
Fernholz, Robert
;
Karatzas, Ioannis
- In:
Annals of finance
1
(
2005
)
2
,
pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
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