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Two sided efficient frontiers at multiple time horizons
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
18
(
2022
)
3
,
pp. 327-353
Persistent link: https://www.econbiz.de/10013440643
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2
Building multivariate Sato models with linear dependence
Boen, Lynn
;
Guillaume, Florence
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012194701
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3
Conic asset pricing and the costs of price fluctuations
Madan, Dilip B.
;
Schoutens, Wim
- In:
Annals of finance
15
(
2019
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10012058189
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