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Quantitative finance
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Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
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Myopic robust index tracking with Bregman divergence
Penev, Spiridon
;
Shevchenko, Pavel V.
;
Wu, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 289-302
Persistent link: https://www.econbiz.de/10013167742
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