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Optimal portfolio choice with parameter uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
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The accelerated binomial option pricing model
Breen, Richard - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10001106739
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502