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Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry; Potì, Valerio - In: Management science : journal of the Institute for … 63 (2017) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
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Optimal portfolio strategy with discounted stochastic cash inflows when the stock price is a semimartingale
Baraedi, Onthusitse; Offen, Elias - In: Journal of mathematical finance 6 (2016) 4, pp. 660-684
Persistent link: https://www.econbiz.de/10011656991
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A note on optimal portfolios under regime-switching
Haas, Markus - In: Finance research letters 19 (2016), pp. 209-216
Persistent link: https://www.econbiz.de/10011657640
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A simple GDP-based model for public investments at risk
Lapeyre, Bernard; Quinet, Emile - In: Journal of benefit-cost analysis : JBCA 8 (2017) 1, pp. 91-114
Persistent link: https://www.econbiz.de/10011664593
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Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
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Hidden Markov models in finance
Mamon, Rogemar S. (ed.); Elliott, Robert J. (ed.) - 2010
Persistent link: https://www.econbiz.de/10011550091
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Conditional Sharpe ratios
Chow, Victor K.; Lai, Christine W. - In: Finance research letters 12 (2015), pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
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The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective
Jacobs, Michael <Jr.> - In: International journal of bonds and derivatives 2 (2016) 2, pp. 152-182
Persistent link: https://www.econbiz.de/10011587544
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A note on transforming a weak solution to PDE to a smooth solution
Alghalith, Moawia - In: International journal of financial engineering 3 (2016) 3, pp. 1-4
Persistent link: https://www.econbiz.de/10011588130
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Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng; Tourin, Agnès - In: International journal of financial engineering 3 (2016) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011588167