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Optimal VWAP trading strategy and relative volume

McCulloch, James; Kazakov, Vladimir - 2007

Persistent link: https://www.econbiz.de/10003685190

Pricing under the real-world probability measure for jump-diffusion term structure models

Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - 2007

Persistent link: https://www.econbiz.de/10003685202

Equilibrium in financial markets with market frictions

Hahn, Guangsug; Won, Dongchul - In: The Korean economic review 23 (2007) 2, pp. 267-302

Persistent link: https://www.econbiz.de/10003727123

Rating migration and asset correlation : structured versus corporate portfolios

Van Landschoot, Astrid; Jobst, Norbert - In: The handbook of structured finance, (pp. 217-238). 2007

Persistent link: https://www.econbiz.de/10003727135

Stock picking via nonsymmetrically pruned binary decision trees

Andriyashin, Anton V. (contributor) - 2008

Stock picking is the field of financial analysis that is of particular interest for many professional investors and researchers. In this study stock picking is implemented via binary classification trees. Optimal tree size is believed to be the crucial factor in forecasting performance of the...