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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~person:"Arratia, Argimiro"
~person:"Bai, Yang"
~person:"Dindo, Pietro"
~subject:"Overnight gap"
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Arratia, Argimiro
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Portfolio insurers and constant weight traders : who will survive?
Barucci, Emilio
;
Dindo, Pietro
;
Grassetti, Francesca
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 1993-2004
Persistent link: https://www.econbiz.de/10012696807
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On the efficacy of stop-loss rules in the presence of overnight gaps
Arratia, Argimiro
;
Dorador, Albert
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1857-1873
Persistent link: https://www.econbiz.de/10012195656
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3
Survival in speculative markets
Dindo, Pietro
- In:
Journal of economic theory
181
(
2019
),
pp. 1-43
Persistent link: https://www.econbiz.de/10012131694
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4
Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
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