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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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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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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
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Proper fund size : a perspective from both investors and fund managers
Zhang, Linlin; Jiang, Jiajun; An, Yunbi - In: Quantitative finance 22 (2022) 5, pp. 923-942
Persistent link: https://www.econbiz.de/10013367872
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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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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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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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Smart Alpha : active management with unstable and latent factors
Boucher, Christophe; Jasinski, Alexandre; Kouontchou, … - In: Quantitative finance 21 (2021) 6, pp. 893-909
Persistent link: https://www.econbiz.de/10012515624