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Buy and hold versus timing strategies : the winner is ...

Feldman, Todd; Jung, Alan; Klein, Jim - In: The journal of portfolio management : a publication of … 42 (2015) 1, pp. 110-118

Persistent link: https://www.econbiz.de/10011409028

Low-discrepancy sequences : Monte Carlo simulation of option prices

Galanti, Silvio - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 63-83

Persistent link: https://www.econbiz.de/10001226460

U.S. stock returns and VIX futures curve

Feldman, Todd; Jung, Alan; Lin, Shengle - In: The journal of wealth management 21 (2018) 2, pp. 107-117

Persistent link: https://www.econbiz.de/10011916144

VIX Christmas effect

Feldman, Todd; Jung, Alan - In: The journal of alternative investments 20 (2017) 2, pp. 65-75

Persistent link: https://www.econbiz.de/10011759942

IMPROVING THE PERFORMANCE OF LOW-DISCREPANCY SEQUENCES USING BROWNIAN BRIDGE IN MONTE CARLO SIMULATION OF OPTION PRICES - Monte Carlo simulation is an increasingly important techni...

Jung, Alan - In: The journal of derivatives : the official publication … 19980, pp. 85

Persistent link: https://www.econbiz.de/10007374516

LOW-DISCREPANCY SEQUENCES: MONTE CARLO SIMULATION OF OPTION PRICES

Galanti, Silvio; Jung, Alan - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 63-84

Persistent link: https://www.econbiz.de/10007368288

Investment Strategies under Transaction Costs: The Finite Horizon Case

Gennotte, Gerard; Jung, Alan - In: Management Science 40 (1994) 3, pp. 385-404

We examine the effect of proportional transaction costs on dynamic portfolio strategies for an agent who maximizes his expected utility of terminal wealth. For portfolios composed of a single risky asset and a single riskless asset, Constantinides (1979) shows that the optimal investment policy...

Persistent link: https://www.econbiz.de/10009208914

Investment Strategies under Transactions Costs: The Finite Horizon Case

Gennotte, Gerard; Jung, Alan - In: Management science : journal of the Institute for … 40 (1994) 3, pp. 385-404

Persistent link: https://www.econbiz.de/10006104914

EQUITY INVESTMENTS - Growth, Corporate Profitability, and Value Creation - Corporate performance and shareholder value grow with growth in earnings or sales, but beyond an optimal...

Ramezani, Cyrus A.; Soenen, Luc; Jung, Alan - In: Financial analysts' journal : FAJ 58 (2002) 6, pp. 56-67

Persistent link: https://www.econbiz.de/10006260095

Leading economic indicator and global stock market returns

Feldman, Todd; Jung, Alan - In: The journal of wealth management : JWM 25 (2022) 1, pp. 122-134

Persistent link: https://www.econbiz.de/10014232371