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~subject:"Portfolio selection"
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63
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ECONIS (ZBW)
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1
Can efficiency of returns be considered as a pricing factor?
Rubio, J. Francisco
;
Maroney, Neal
;
Hassan, M. Kabir
- In:
Computational economics
52
(
2018
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012052920
Saved in:
2
Programming language choices for Algo traders : the case of pairs trading
Vergel Eleuterio, Pedro
;
Thukral, Lovjit
- In:
Computational economics
53
(
2019
)
4
,
pp. 1443-1449
Persistent link: https://www.econbiz.de/10012135310
Saved in:
3
An efficient stochastic
simulation
algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
4
Stochastic ceteris paribus simulations
Kolsrud, Dag Olaf
- In:
Computational economics
31
(
2008
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10003612212
Saved in:
5
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Binsbergen, Jules H. van
;
Brandt, Michael W.
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 355-367
Persistent link: https://www.econbiz.de/10003493819
Saved in:
6
An efficient semi-analytical
simulation
for the Heston model
Sun, Xianming
;
Gan, Siqing
- In:
Computational economics
43
(
2014
)
4
,
pp. 433-445
Persistent link: https://www.econbiz.de/10010396258
Saved in:
7
The cross-shareholding network and risk contagion from stochastic shocks : an investigation based on China’s market
Feng, Yun
;
Li, Xin
- In:
Computational economics
59
(
2022
)
1
,
pp. 357-381
Persistent link: https://www.econbiz.de/10013169012
Saved in:
8
Accelerating FHS option pricing under linear GARCH
Xie, Haibin
;
Wu, Xinyu
;
Fan, Pengying
- In:
Computational economics
58
(
2021
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
Saved in:
9
Research on the effects of institutional liquidation strategies on the market based on multi-agent model
Luo, Qixuan
;
Shi, Yu
;
Zhou, Xuan
;
Li, Handong
- In:
Computational economics
58
(
2021
)
4
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10012697872
Saved in:
10
Wavelet estimation
performance
of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
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