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Search: person:"Kou, S.G."
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Theorie
15
Theory
15
Option pricing theory
10
Optionspreistheorie
10
Option trading
7
Optionsgeschäft
7
CAPM
5
Portfolio selection
5
Portfolio-Management
5
Stochastic process
5
Stochastischer Prozess
5
Markov chain
3
Markov-Kette
3
Risikomaß
3
Risk measure
3
Volatility
3
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3
expected shortfall
3
robustness
3
Basel Accord
2
Basler Akkord
2
Capital income
2
Credit risk
2
Forecasting model
2
Hedging
2
Kapitaleinkommen
2
Kreditrisiko
2
Market microstructure
2
Marktmikrostruktur
2
Measurement
2
Messung
2
Probability theory
2
Prognoseverfahren
2
Risikomanagement
2
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2
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2
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2
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2
backtest
2
capital requirements
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Undetermined
17
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Article
44
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25
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25
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2
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2
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English
27
Undetermined
17
Author
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Kou, Steven
26
Kou, S.G.
10
Kou, S. G.
8
Glasserman, Paul
7
Cai, Ning
6
Dai, Min
5
Broadie, Mark
4
Peng, Xianhua
4
Chen, Nan
3
Wang, Hui
3
Chen, Ningyuan
2
Gallego, Guillermo
2
Karatzas, Ioannis
2
Petrella, Giovanni
2
Phillips, Robert
2
Song, Yingda
2
Yang, Chen
2
Zhong, Haowen
2
Chen, Ying
1
Gao, Pin
1
He, Xue Dong
1
Heyde, C.C.
1
Heyde, Chris C.
1
Jia, Yanwei
1
Jin, Hanqing
1
Kelly, Bryan T.
1
Kou, S.C.
1
Manela, Asaf
1
Moreira, Alan
1
Qian, Shuaijie
1
Soner, Halil Mete
1
Wan, Xiangwei
1
Wang, Chun
1
Xu, Xiaofei
1
Xu, Yuhong
1
Yu, Cindy
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
4
Management Science
4
Operations research
4
Mathematics of operations research
3
Financial engineering
2
Mathematical Finance
2
Finance and Stochastics
1
INFORMS journal on computing : JOC
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
The Kyoto economic review
1
The journal of computational finance
1
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ECONIS (ZBW)
27
OLC EcoSci
10
RePEc
7
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44
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1
Does the prohibition of trade-through hurt liquidity demanders?
Chen, Ningyuan
;
Gao, Pin
;
Kou, Steven
- In:
Operations research
71
(
2023
)
5
,
pp. 1458-1471
Persistent link: https://www.econbiz.de/10014393146
Saved in:
2
Leveraged exchange-traded funds with market closure and frictions
Dai, Min
;
Kou, Steven
;
Soner, Halil Mete
;
Yang, Chen
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2517-2535
Persistent link: https://www.econbiz.de/10014305422
Saved in:
3
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
4
A stochastic representation for nonlocal parabolic PDEs with applications
Dai, Min
;
Kou, Steven
;
Yang, Chen
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1707-1730
Persistent link: https://www.econbiz.de/10013374967
Saved in:
5
Discussion on "Text Selection"
Xu, Xiaofei
;
Chen, Ying
;
Kou, Steven
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 883-887
Persistent link: https://www.econbiz.de/10012653198
Saved in:
6
The wisdom of the crowd and prediction markets
Dai, Min
;
Jia, Yanwei
;
Kou, Steven
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
Saved in:
7
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
8
Computable error bounds of Laplace inversion for pricing asian options
Song, Yingda
;
Cai, Ning
;
Kou, Steven
- In:
INFORMS journal on computing : JOC
30
(
2018
)
4
,
pp. 634-645
Persistent link: https://www.econbiz.de/10011966537
Saved in:
9
Profit sharing in hedge funds
He, Xue Dong
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 50-81
Persistent link: https://www.econbiz.de/10011969148
Saved in:
10
A partitioning algorithm for Markov decision processes with applications to market microstructure
Chen, Ningyuan
;
Kou, Steven
;
Wang, Chun
- In:
Management science : journal of the Institute for …
64
(
2018
)
2
,
pp. 784-803
Persistent link: https://www.econbiz.de/10011823146
Saved in:
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