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Escobar, Marcos
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Quantitative finance
European journal of operational research : EJOR
766
NBER working paper series
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Journal of banking & finance
578
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
2
Coherent portfolio performance ratios
Kroll, Yoram
;
Marchioni, Andrea
;
Ben-Horin, Moshe
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
Saved in:
3
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
Saved in:
4
The optimal payoff for a Yaari investor
Boudt, Kris
;
Dragun, K.
;
Vanduffel, Steven
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1839-1852
Persistent link: https://www.econbiz.de/10013367950
Saved in:
5
Model-free analysis of real option exercise probability and timing
Kang, Sang Baum
;
Létourneau, Pascal
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1531-1544
Persistent link: https://www.econbiz.de/10014419176
Saved in:
6
Bubble detection and sector trading in real time
Milunovich, George
;
Shi, Shuping
;
Tan, David
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 247-263
Persistent link: https://www.econbiz.de/10012194651
Saved in:
7
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang
;
Stasinakis, Charalampos
;
Sermpinis, Georgios
; …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
Saved in:
8
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
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9
Pairs trading under transaction costs using model predictive control
Primbs, James A.
;
Yamada, Yuji
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 885-895
Persistent link: https://www.econbiz.de/10011907977
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10
Rao's quadratic entropy and maximum diversification indexation
Carmichael, Benoît
;
Koumou, Gilles Boevi
;
Moran, Kevin
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1017-1031
Persistent link: https://www.econbiz.de/10011911262
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