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subject:"Portfolio-Management"
person:"Gouriéroux, Christian"
~person:"Wong, Hoi Ying"
~isPartOf:"Operations research letters"
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Portfolio-Management
Cointegration
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Portfolio selection
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Risiko
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Gouriéroux, Christian
Wong, Hoi Ying
Lim, Andrew E. B.
3
Chiu, Mei Choi
2
Li, Xun
2
Shen, Yang
2
A, Chunxiang
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Operations research letters
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Insurance / Mathematics & economics
4
Journal of banking & finance
3
Journal of empirical finance
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
European journal of operational research : EJOR
2
IMA journal of management mathematics
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Princeton series in finance
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Cahier / Département de Sciences Économiques, Université de Montréal
1
Collection "Economie et statistiques avancées"
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Discussion paper
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Documents de travail / Banque de France
1
Econometric reviews
1
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
In Proceedings of the 29th International Joint Conference on Artificial Intelligence (IJCAI '20), 2020
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics and financial economics
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Quantitative finance
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Research paper series / Swiss Finance Institute
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Scandinavian actuarial journal
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Swiss Finance Institute Research Paper
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The journal of futures markets
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ECONIS (ZBW)
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Robust dynamic pairs trading with cointegration
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
46
(
2018
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
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2
Mean-variance principle of managing cointegrated risky assets and random liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
41
(
2013
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10009720178
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