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Dynamic Index Tracking and Ris...
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ECONIS (ZBW)
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6
Other ZBW resources
4
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Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty
Bulthuis, Brian
;
Concha, Julio
;
Leung, Tim
;
Ward, Brian
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011777847
Saved in:
2
Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
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
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning
Leung, Tim
;
Zhao, Theodore
- In:
Applied Stochastic Models in Business and Industry
37
(
2021
)
6
,
pp. 993-1016
Persistent link: https://www.econbiz.de/10012534921
Saved in:
5
Robust long-term growth rate of expected utility for leveraged ETFs
Leung, Tim
;
Park, Hyungbin
;
Yeo, Heejun
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 671-705
Persistent link: https://www.econbiz.de/10015189218
Saved in:
6
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
7
An optimal multiple stopping approach to infrastructure investment decisions
Dahlgren, Eric
;
Leung, Tim
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 251-267
Persistent link: https://www.econbiz.de/10011526952
Saved in:
8
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:
9
Leveraged ETF implied volatilities from ETF dynamics
Leung, Tim
;
Lorig, Matthew
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1035-1068
Persistent link: https://www.econbiz.de/10011765018
Saved in:
10
Timing options for a startup with early termination and competition risks
Leung, Tim
;
Li, Zongxi
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10011743829
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