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Optimal portfolio selection in nonlinear arbitrage spreads
Alsayed, Hamad; McGroarty, Frank - In: The European journal of finance 19 (2013) 3/4, pp. 206-227
Persistent link: https://www.econbiz.de/10010243657
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Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli; Trede, Mark - In: The European journal of finance 24 (2018) 14, pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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Stochastic portfolio theory and the low beta anomaly
Agapova, Anna; Ferguson, Robert; Leistikow, Dean - In: The European journal of finance 25 (2019) 5, pp. 415-434
Persistent link: https://www.econbiz.de/10012206986
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Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo; Correira-da-Silva, João - In: The European journal of finance 22 (2016) 7/9, pp. 601-626
Persistent link: https://www.econbiz.de/10011619083
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Hawkes jump-diffusions and finance : a brief history and review
Hawkes, Alan G. - In: The European journal of finance 28 (2022) 7, pp. 627-641
Persistent link: https://www.econbiz.de/10013373304
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Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
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Adaptive universal portfolios
O'Sullivan, Patrick; Edelman, David - In: The European journal of finance 21 (2015) 4/6, pp. 337-351
Persistent link: https://www.econbiz.de/10010528186
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Markowitz versus Michaud : portfolio optimization strategies reconsidered
Becker, Franziska; Gürtler, Marc; Hibbeln, Martin - In: The European journal of finance 21 (2015) 4/6, pp. 269-291
Persistent link: https://www.econbiz.de/10010528202
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Optimal derivatives : portfolios, payoffs and preferences
O'Sullivan, Patrick; Edelman, David - In: The European journal of finance 22 (2016) 10/12, pp. 1224-1236
Persistent link: https://www.econbiz.de/10011715385
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Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola - In: The European journal of finance 26 (2020) 2/3, pp. 142-164
Persistent link: https://www.econbiz.de/10012207191