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One-dimensional cutting stock optimization : the case of a low ratio between stock and order lengths
Gradišar, Miro - 2006
Persistent link: https://www.econbiz.de/10008657671
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Optimal execution of multiasset block orders under stochastic liquidity
Makimoto, Naoki; Sugihara, Yoshihiko - 2010
Persistent link: https://www.econbiz.de/10008748180
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Moment problems via semidefinite programming : applications in probability and finance
Popescu, Ioana; Bertsimas, Dimitris - 2000
Persistent link: https://www.econbiz.de/10001497375
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Indeks giełdy jako jednorównaniowy liniowy model ekonometryczny
Kolupa, Michał - 1997
Persistent link: https://www.econbiz.de/10000998244
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Genetic algorithms in economics and finance : forecasting stock market prices and foreign exchange ; a review
Drake, Adrian E.; Marks, Robert E. - 1998
Persistent link: https://www.econbiz.de/10000983091
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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816706
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Spanning analysis of stock market anomalies under prospect stochastic dominance
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2020 - This version: April 2020
We develop and implement methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for prospect investors. We formulate a new testing procedure for prospect spanning for two nested portfolio sets based on subsampling and...
Persistent link: https://www.econbiz.de/10012219063
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Stop waiting problem : decision rule with [psi] function and application with share prices
Kohn, Wolfgang - 2014 - Preprint
the $\Psi$ function is developed. The results are in line with Bruss's theory. We apply the stop-waiting strategy to the …
Persistent link: https://www.econbiz.de/10010381562
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The five-day workweek system and investor inattention on friday earnings announcements : evidence from Korea's stock market
Kim, Tae Wook; Wie, Dainn - 2015
Persistent link: https://www.econbiz.de/10012195758
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When supply-chain disruptions matter
Schmidt, William; Raman, Ananth - 2012
Persistent link: https://www.econbiz.de/10009579457