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Optimal investment and consumption under partial information
Lindensjö, Kristoffer - In: Mathematical methods of operations research 83 (2016) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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Dynamic risk model for CMO with credit tranching
Parnes, Dror - In: International journal of financial engineering 2 (2015) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
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Cost of capital and asset characteristic value
Shen, Bill Y. - In: International journal of financial engineering 8 (2021) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
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The success of AdaBoost and its application in portfolio management
Chuan, Yijian; Zhao, Chaoyi; He, Zhenrui; Wu, Lan - In: International journal of financial engineering 8 (2021) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10012662225
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Provisions for bank deposit withdrawals and portfolio selection
Perera, Ryle S. - In: International journal of financial engineering 7 (2020) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012602666
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun; Li, Xun; Cui, Xiangyu - In: Mathematical methods of operations research 85 (2017) 3, pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
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Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian; Xiao, Qingxian - In: Mathematical methods of operations research 85 (2017) 3, pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
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CAPM estimates : can data frequency and time period lend a hand?
Shahzad, Syed Jawad Hussain; Khalid, Saniya; Ameer, Saba - In: International journal of financial engineering 3 (2016) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10011577135
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A note on transforming a weak solution to PDE to a smooth solution
Alghalith, Moawia - In: International journal of financial engineering 3 (2016) 3, pp. 1-4
Persistent link: https://www.econbiz.de/10011588130