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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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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
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A finite-horizon optimal investment and consumption problem using regime-switching models
Liu, Rui Hua - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10010391500
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Optimal asset allocation with stochastic interest rates in regime-switching models
Ye, C.; Liu, Rui Hua; Ren, D. - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-32
Persistent link: https://www.econbiz.de/10011903782