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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~isPartOf:"Economic modelling"
~isPartOf:"Mathematics and financial economics"
~person:"Leung, Tim"
~subject:"Volatility"
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Leung, Tim
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Journal of economic theory
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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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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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