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Estimating a regime switching pairs trading model

Elliott, Robert J.; Bradrania, Reza - In: Quantitative finance 18 (2018) 5, pp. 877-883

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Quantitative equity investing : techniques and strategies

Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010

portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz … FINANCE -- CAUSALITY -- SUMMARY -- Chapter 4: Common Pitfalls in Financial Modeling -- THEORY AND ENGINEERING -- ENGINEERING …

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Relative Robust Portfolio Optimization with benchmark regret

Simões, Gonçalo; McDonald, Mark; Williams, Stacy; … - In: Quantitative finance 18 (2018) 12, pp. 1991-2003

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A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation

Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012803796

Mathematical finance : an international journal of mathematics, statistics and financial economics

Oxford [u.a.] : Wiley-Blackwell; -2008: Oxford [u.a.] : … - 1.1991 -

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Applied mathematical finance

London : Routledge - 1.1994 -

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Perfect competition, methodologically contemplated

McDermott, John F. M. - In: Journal of post-Keynesian economics : JPKE 37 (2015) 4, pp. 687-703

Persistent link: https://www.econbiz.de/10011618388

Renditen und Volatilität bei Ein-/Ausstiegsstrategien

Dorfleitner, Gregor; Klein, Christian - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 33 (2004) 10, pp. 582-589

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Distributionally robust optimization and its applications in mathematical finance, statistics, and reinforcement learning

Zhou, Zhengqing - 2021

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Recent developments in mathematical traffic models

Schmand, Daniel - In: Dynamics in logistics : twenty-five years of …, (pp. 71-87). 2021

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