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Pairs trading with partial cointegration
Clegg, Matthew; Krauss, Christopher - In: Quantitative finance 18 (2018) 1, pp. 121-138
Persistent link: https://www.econbiz.de/10011905837
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Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon; Lee, Yongjae; Kim, Woo Chang - In: Quantitative finance 23 (2023) 11, pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
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Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla; Trimborn, Simon; Härdle, Wolfgang; … - In: Quantitative finance 21 (2021) 11, pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
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Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.; Lewis, Michael J. - In: Quantitative finance 19 (2019) 9, pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
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A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia; Stübinger, Johannes - In: Quantitative finance 19 (2019) 10, pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
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Optimal asset allocation for commodity sovereign wealth funds
Irarrazabal, Alfonso A.; Ma, Lin; Parra-Alvarez, Juan Carlos - In: Quantitative finance 23 (2023) 3, pp. 471-495
Persistent link: https://www.econbiz.de/10014232677
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Constant proportion portfolio insurance strategies in contagious markets
Buccioli, Alice; Kokholm, Thomas - In: Quantitative finance 18 (2018) 2, pp. 311-331
Persistent link: https://www.econbiz.de/10011906349
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f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui - In: Quantitative finance 23 (2023) 10, pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
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Quantification of risk in classical models of finance
Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10012872521