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Modelling nonlinearities in the German stock market
Robé, Sophie - 1999
Persistent link: https://www.econbiz.de/10001356393
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Modele klasy GARCH w empirycznych badaniach finansowych
Fiszeder, Piotr - 2009
Persistent link: https://www.econbiz.de/10003862660
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Advances in quantitative asset management
Dunis, Christian (contributor) - 2000
Persistent link: https://www.econbiz.de/10001433749
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The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe - In: Applied financial economics 24 (2014) 19/21, pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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Comparison of mean-variance and exact utility maximization in stock portfolio selection
Amilon, Henrik - In: Essays on financial models, (pp. 101-116). 2000
Persistent link: https://www.econbiz.de/10001551224
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Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe; Martin, Franck - In: Applied economics 51 (2019) 22, pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
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Optimal pairs trading strategies in a cointegration framework
Huang, Zhe; Martin, Franck - 2017
Persistent link: https://www.econbiz.de/10011713000
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Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł; Ślepaczuk, Robert; Windorbski, … - 2023
Persistent link: https://www.econbiz.de/10014448210
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Comparisons between the Markowitz model and the Black-Litterman model
Teng, Huei-Wen - 2024
Persistent link: https://www.econbiz.de/10015047743
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ARCH models and financial applications
Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10011519880