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A behavioural finance-based tick-by-tick model for price and volume
Iyengar, Garud
;
Ma, Alfred Ka Chun
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10008736747
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A generalized risk budgeting approach to portfolio construction
Haugh, Martin B.
;
Iyengar, Garud
;
Song, Irene
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
Saved in:
3
A behavioral finance-based tick-by-tick model for price and volume
Iyengar, Garud
;
Chun Ma, Alfred Ka
- In:
The journal of computational finance
14
(
2010
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10008713886
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