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~person:"Kleber, Rainer"
~person:"Leung, Tim"
~type_genre:"Aufsatz in Zeitschrift"
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Kleber, Rainer
Leung, Tim
Feichtinger, Gustav
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International journal of financial engineering
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ECONIS (ZBW)
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Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
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2
A stochastic control approach to managed futures portfolios
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012028856
Saved in:
3
How to mine gold without digging
Guo, Kevin
;
Leung, Tim
;
Ward, Brian
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012028869
Saved in:
4
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
5
Optimal control of production and remanufacturing in a simple recovery model with linear cost functions
Minner, Stefan
;
Kleber, Rainer
- In:
OR-Spektrum : quantitative approaches in management
23
(
2001
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10001564487
Saved in:
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