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Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.; Brzyski, Damian; Bogdan, Małgorzata; … - In: Quantitative finance 22 (2022) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
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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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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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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
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Dynamics and performance of decentralized portfolios with size-induced fund flows
Wang, Huamao; Yang, Jun; Yao, Yumei - In: Quantitative finance 19 (2019) 6, pp. 885-898
Persistent link: https://www.econbiz.de/10012194728
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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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Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo; Mayerhofer, Eberhard - In: Quantitative finance 23 (2023) 7/8, pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
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The role of derivatives in hedge fund activism
Guo, Jie Michael; Gang, Jianhua; Hu, Nan; Utham, Vinay - In: Quantitative finance 18 (2018) 9, pp. 1531-1541
Persistent link: https://www.econbiz.de/10011913194
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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
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Informative option portfolios in filter design for option pricing models
Orłowski, Piotr - In: Quantitative finance 21 (2021) 6, pp. 945-965
Persistent link: https://www.econbiz.de/10012515627