Narrow search
Showing 1 - 4 of 4
Cover Image
From rages to riches : on constant proportions investment strategies
Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 563-573
Persistent link: https://www.econbiz.de/10001743182
Cover Image
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
Cover Image
Algorithmic trading with learning
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Cover Image
Market making with alpha signals
Cartea, Álvaro; Wang, Yixuan - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10012270989