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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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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
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3
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
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4
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
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5
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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6
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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7
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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8
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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9
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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10
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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