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1
m-Double Poisson Lévy markets
Buckley, Winston S.
;
Long, Hongwei
;
Perera, Sandun
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1663-1679
Persistent link: https://www.econbiz.de/10012295630
Saved in:
2
A discontinuous mispricing model under asymmetric information
Buckley, Winston S.
;
Long, Hongwei
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 944-955
Persistent link: https://www.econbiz.de/10010513805
Saved in:
3
Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar
;
Mascarenhas, Edward
- In:
International journal of business excellence : IJBEX
25
(
2021
)
4
,
pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
Saved in:
4
FC approach in portfolio selection of Tehran's stock market
Shadkam, Elham
- In:
Journal of Asian finance, economics and business : JAFEB
1
(
2014
)
2
,
pp. 31-37
Persistent link: https://www.econbiz.de/10011687812
Saved in:
5
Implied ambiguity : mean-variance inefficiency and pricing errors
Hara, Chiaki
;
Honda, Toshiki
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4246-4260
Persistent link: https://www.econbiz.de/10013369050
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6
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
Buckley, Winston
;
Long, Hongwei
;
Marshall, Mario
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 676-686
Persistent link: https://www.econbiz.de/10011457778
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7
Information and optimal investment in defaultable assets
Di Nunno, Giulia
;
Sjursen, Steffen
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498826
Saved in:
8
Portfolio optimization in jump model under inefficiencies in the market
Bekele, Dereje
;
Kube, Ananda
;
Ikpe, Dennis C.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 562-575
Persistent link: https://www.econbiz.de/10011968723
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9
Do the diversification choices of individual investors influence stock returns?
Kumar, Alok
- In:
Journal of financial markets
10
(
2007
)
4
,
pp. 362-390
Persistent link: https://www.econbiz.de/10003613083
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10
Liquidity risk in stock returns : an event-study perspective
Cao, Charles Q.
;
Petrasek, Lubomir
- In:
Journal of banking & finance
45
(
2014
),
pp. 72-83
Persistent link: https://www.econbiz.de/10010466646
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