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~accessRights:"restricted"
~person:"Chen, An"
~person:"Escobar, Marcos"
~person:"Leung, Tim"
~subject:"Theorie"
~subject:"evolutionary biology"
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Chen, An
Escobar, Marcos
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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
Saved in:
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
Optimal fees in hedge funds with first-loss compensation
Escobar, Marcos
;
Havrylenko, Y.
;
Zagst, Rudi
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521040
Saved in:
4
Optimal dynamic pairs trading of futures under a two-factor mean-reverting model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
Saved in:
5
Optimal asset allocation in life insurance : the impact of regulation
Chen, An
;
Hieber, Peter
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10011669744
Saved in:
6
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
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