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Forecasting the European Monetary Union equity risk premium with regression trees
Cortés, David, (2022)
Navigating median and extreme volatility in stock markets: Implications for portfolio strategies
Naeem, Muhammad Abubakr, (2024)
A regression-based methodology for efficiently building futures' portfolio
Maris, K., (2013)
Dynamic portfolio strategies : quantitative methods and empirical rules for incomplete information
Dokučaev, Nikolaj G., (2002)
Optimality of myopic strategies for multi-stock discrete time market with management costs
Dokučaev, Nikolaj G., (2010)
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G., (2011)