Narrow search
Showing 1 - 10 of 204
Cover Image
Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?
Sakurai, Yuji; Kurosaki, Tetsuo - In: Quantitative finance 22 (2022) 12, pp. 2219-2236
Persistent link: https://www.econbiz.de/10013490939
Cover Image
Optimal investment strategies for general utilities under dynamic elasticity of variance models
Li, Wenyuan; Ma, Jingtang - In: Quantitative finance 18 (2018) 8, pp. 1379-1388
Persistent link: https://www.econbiz.de/10011911546
Cover Image
Options on a traded account : symmetric treatment of the underlying assets
Večeř, Jan; Kampen, Joerg; Navratil, Robert - In: Quantitative finance 20 (2020) 1, pp. 37-47
Persistent link: https://www.econbiz.de/10012194853
Cover Image
A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets
Dong, Juan; Korobenko, Lyudmila; Sezer, A. Deniz - In: Quantitative finance 20 (2020) 3, pp. 483-497
Persistent link: https://www.econbiz.de/10012194903
Cover Image
Stable dividends under linear-quadratic optimisation
Avanzi, B.; Falden, Debbie Kusch; Steffensen, Mogens - In: Quantitative finance 23 (2023) 9, pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Cover Image
Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning; Zhu, Song-Ping; Elliott, Robert J. - In: Quantitative finance 23 (2023) 6, pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
Cover Image
Consistent curves in the P-world : optimal bonds portfolio
Ouaknin, Gaddiel Y. - In: Quantitative finance 24 (2024) 7, pp. 875-888
Persistent link: https://www.econbiz.de/10015050803
Cover Image
Mean-variance portfolio selection under partial information with drift uncertainty
Xiong, Jie; Xu, Zuo Quan; Zheng, Jiayu - In: Quantitative finance 21 (2021) 9, pp. 1461-1473
Persistent link: https://www.econbiz.de/10012624147
Cover Image
Deep differentiable reinforcement learning and optimal trading
Jaisson, Thibault - In: Quantitative finance 22 (2022) 8, pp. 1429-1443
Persistent link: https://www.econbiz.de/10013367918
Cover Image
Estimation risk and the implicit value of index-tracking
Clark, Brian; Edirisinghe, Chanaka; Simaan, Majeed - In: Quantitative finance 22 (2022) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10013167745