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~person:"Leung, Tim"
~person:"Mostovyi, Oleksii"
~person:"Rock, Bram de"
~subject:"Theorie"
~subject:"evolutionary biology"
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Leung, Tim
Mostovyi, Oleksii
Rock, Bram de
Escobar, Marcos
4
Zagst, Rudi
4
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3
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3
Horioka, Charles Yuji
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2
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Are consumers rational? : shifting the burden of proof
Cherchye, Laurens
;
Demuynck, Thomas
;
Rock, Bram de
; …
-
2020
Persistent link: https://www.econbiz.de/10012242865
Saved in:
2
Are consumers rational? : shifting the burden of proof
Cherchye, Laurens
;
Demuynck, Thomas
;
Rock, Bram de
; …
-
2020
Persistent link: https://www.econbiz.de/10012244097
Saved in:
3
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
4
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
5
Utility maximization in a large market
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 106-118
Persistent link: https://www.econbiz.de/10011969163
Saved in:
6
Optimal dynamic pairs trading of futures under a two-factor mean-reverting model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
Saved in:
7
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
8
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
Mostovyi, Oleksii
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011417138
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