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Profitability of a simple pairs trading strategy : recent evidences from a global context
Miao, Jia; Laws, Jason - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10011523891
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Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian; Proelss, Juliane; Schweizer, Denis - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
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Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.; Nosrati, Amir - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
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Optimal strategies for prudent investors
Baviera, Roberto (contributor) - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
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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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Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
Melʹnikov, Aleksandr V.; Romanyuk, Yuliya - In: International journal of theoretical and applied finance 11 (2008) 3, pp. 295-323
Persistent link: https://www.econbiz.de/10003733149
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Market equilibrium with capital loss deduction options
Murphy, Austin - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 783-803
Persistent link: https://www.econbiz.de/10001612224
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Imitation in financial markets
Bhamra, Harjoat Singh - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 473-478
Persistent link: https://www.econbiz.de/10001523015
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Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana; Lari-Lavassani, Ali; … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
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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