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~person:"Ammann, Manuel"
~person:"Gałkiewicz, Dominika"
~person:"Leung, Tim"
~person:"Sebastian, Steffen"
~subject:"Derivat"
~subject:"Frankreich"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Ammann, Manuel
Gałkiewicz, Dominika
Leung, Tim
Sebastian, Steffen
Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
19
Irwin, Scott H.
18
García, Philip
16
Ryu, Doojin
16
Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
15
Wang, Xingchun
15
Webb, Robert I.
15
White, Alan
15
Broll, Udo
14
Fung, Hung-gay
14
Whaley, Robert E.
14
Zimmermann, Heinz
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
Odening, Martin
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Chance, Don M.
10
Gay, Gerald D.
10
Kavussanos, Manolis G.
10
Longstaff, Francis A.
10
Pirrong, Craig
10
Platen, Eckhard
10
Tse, Yiuman
10
Bartram, Söhnke M.
9
Batten, Jonathan A.
9
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9
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9
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1
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1
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1
International journal of financial engineering
1
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ECONIS (ZBW)
12
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1
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
2
Speculative futures trading under mean reversion
Leung, Tim
;
Li, Jiao
;
Li, Xin
;
Wang, Zheng
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011619949
Saved in:
3
Loss potential from credit derivative use by corporate bond funds under U.S. and German Regulation : a cross country comparison
Gałkiewicz, Dominika
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
2
,
pp. 245-298
Persistent link: https://www.econbiz.de/10011555110
Saved in:
4
Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim
;
Shirai, Yoshihiro
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
Saved in:
5
Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
Saved in:
6
Accounting for risk aversion in derivatives purchase timing
Leung, Tim
;
Ludkovski, Mike
- In:
Mathematics and financial economics
6
(
2012
)
4
,
pp. 363-386
Persistent link: https://www.econbiz.de/10009623554
Saved in:
7
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
8
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
9
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
10
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
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