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Marking to two-price markets
Madan, Dilip B.
- In:
The journal of asset management
17
(
2016
)
2
,
pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
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Evidence for time-dependent structures in financial data series over long timescales : opportunities for dynamic market risk allocation
Coutts, Julian
- In:
The journal of asset management
8
(
2007/08
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3
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pp. 152-160
Persistent link: https://www.econbiz.de/10003543568
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Mean-reversion and optimization
Kakushadze, Zura
- In:
The journal of asset management
16
(
2015
)
1
,
pp. 14-40
Persistent link: https://www.econbiz.de/10010528222
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Value-based asset allocation : an integrated framework
Staub, Renato
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 354-375
Persistent link: https://www.econbiz.de/10010258481
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