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Learning and portfolio decisions for CRRA investors
Longo, Michele; Mainini, Alessandra - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
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Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos; Lichtenstern, Andreas; Zagst, Rudi - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
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A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander; López de Prado, Marcos M. - In: International journal of theoretical and applied finance 23 (2020) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
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Algorithmic trading of co-integrated assets
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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Extremal behavior of long-term investors with power utility
Bäuerle, Nicole; Grether, Stefanie Ulrike - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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Institutional investors and the dependence structure of asset returns
Cont, Rama; Wagalath, Lakshithe - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
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Conic portfolio theory
Madan, Dilip B. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
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Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo; Tassinari, Gian Luca; … - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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High-dimensional portfolio optimization with transaction costs
Broadie, Mark; Shen, Weiwei - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-49
Persistent link: https://www.econbiz.de/10011523840