Narrow search
Showing 1 - 6 of 6
Cover Image
The stress-dependent random walk
Gremm, Martin - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Cover Image
Worst-case portfolio optimization in a market with bubbles
Belak, Christoph; Christensen, Sören; Menkens, Olaf - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10011454368
Cover Image
Local risk-minimization under Markov-modulated exponential Lévy model
Menoukeu-Pamen, Olivier; Momeya, Romuald - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10011403879
Cover Image
Inflation regimes and price-setting interactions
Gaffeo, Edoardo - In: International journal of theoretical and applied finance 8 (2005) 3, pp. 339-355
Persistent link: https://www.econbiz.de/10002893659
Cover Image
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping; Wang, Liyuan; Chen, Ping; Yao, Haixiang - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Cover Image
Pairs trading under drift uncertainty and risk penalization
Altay, Sühan; Colaneri, Katia; Eksi-Altay, Zehra - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-24
Persistent link: https://www.econbiz.de/10011956923