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Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul; Owadally, Iqbal; Clare, Andrew D.; Kashif, … - In: Quantitative finance 22 (2022) 1, pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
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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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Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Longo, M.; Mainini, A. - In: Quantitative finance 18 (2018) 12, pp. 2035-2050
Persistent link: https://www.econbiz.de/10012262961
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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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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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Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus - In: Quantitative finance 18 (2018) 7, pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
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Detailed study of a moving average trading rule
Ferreira, Fernando F.; Silva, A. Christian; Yen, Ju-Yi - In: Quantitative finance 18 (2018) 9, pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212
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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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Collective mental accounting : an integrated behavioural portfolio selection model for multiple mental accounts
Momen, Omid; Esfahanipour, Akbar; Seifi, Abbas - In: Quantitative finance 19 (2019) 2, pp. 265-275
Persistent link: https://www.econbiz.de/10012194652
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Asset volatility with prospect theory investors
Bekierman, Jeremias - In: Quantitative finance 19 (2019) 4, pp. 533-543
Persistent link: https://www.econbiz.de/10012194695