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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
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Investor's sentiment in multi-agent model of the continuous double auction
Lykov, Alexander; Muzychka, Stepan; Vaninsky, Kirill - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-29
Persistent link: https://www.econbiz.de/10011572394
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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Market statistics of a psychology-based heterogeneous agent model
Lamba, Harbir; Seaman, Tim - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 717-737
Persistent link: https://www.econbiz.de/10003791852
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An analysis and measurement of confidence of stock investors in India
Srivastava, Aman - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 747-775
Persistent link: https://www.econbiz.de/10003378995
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Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong; Meister, Bernhard K. - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
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A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
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Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
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Learning and portfolio decisions for CRRA investors
Longo, Michele; Mainini, Alessandra - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011523763