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Strategic trading with asymmetrically informed traders and long-lived information
Foster, F. Douglas - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 499-518
Persistent link: https://www.econbiz.de/10001175122
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Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
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Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang; Escobar, Marcos - In: Quantitative finance 21 (2021) 10, pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
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Relative Robust Portfolio Optimization with benchmark regret
Simões, Gonçalo; McDonald, Mark; Williams, Stacy; … - In: Quantitative finance 18 (2018) 12, pp. 1991-2003
Persistent link: https://www.econbiz.de/10012262941
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Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, Ahmed; Loeper, Grégoire; Abergel, Frédéric - In: Quantitative finance 19 (2019) 1, pp. 123-135
Persistent link: https://www.econbiz.de/10012194624
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On the price of risk in a mean-risk optimization model
Dentcheva, Darinka; Stock, Gregory J. - In: Quantitative finance 18 (2018) 10, pp. 1699-1713
Persistent link: https://www.econbiz.de/10012261905
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What is the value of the cross-sectional approach to deep reinforcement learning?
Aboussalah, Amine Mohamed; Xu, Ziyun; Lee, Chi-Guhn - In: Quantitative finance 22 (2022) 6, pp. 1091-1111
Persistent link: https://www.econbiz.de/10013367887
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Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai; Rong, Ximin; Shen, Yang; Zhao, Hui - In: Quantitative finance 21 (2021) 10, pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
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Are household portfolios efficient? : an analysis conditional on housing
Pelizzon, Loriana; Weber, Guglielmo - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 401-432
Persistent link: https://www.econbiz.de/10003729132
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Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 89-104
Persistent link: https://www.econbiz.de/10001047145