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Time is money : costing the impact of duration misperception in market prices
Ma, Tiejun; Tang, Leilei; McGroarty, Frank; Sung, Ming-chien - In: European journal of operational research : EJOR 255 (2016) 2, pp. 397-410
Persistent link: https://www.econbiz.de/10011532085
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The impact of transaction costs on state-contingent claims mispricing
Restocchi, Valerio; McGroarty, Frank; Gerding, Enrico; … - In: Finance research letters 23 (2017), pp. 174-178
Persistent link: https://www.econbiz.de/10011808384
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It takes all sorts : a heterogeneous agent explanation for prediction market mispricing
Restocchi, Valerio; McGroarty, Frank; Gerding, Enrico; … - In: European journal of operational research : EJOR 270 (2018) 2, pp. 556-569
Persistent link: https://www.econbiz.de/10011869096
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Optimal asset allocation using a combination of implied and historical information
Cheang, Chi Wan; Olmo, Jose; Ma, Tiejun; Sung, Ming-chien; … - In: International review of financial analysis 67 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012299166