Narrow search
Showing 1 - 10 of 81
Cover Image
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen; Escobar, Marcos; Davison, Matt - In: Computational economics 62 (2023) 3, pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Cover Image
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong; Zhang, Zhengjun; Zhang, Weiguo; Xu, Weidong - In: Computational economics 45 (2015) 4, pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Cover Image
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
Cover Image
Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi; Liu, Haiying - In: Computational economics 46 (2015) 1, pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
Cover Image
Can efficiency of returns be considered as a pricing factor?
Rubio, J. Francisco; Maroney, Neal; Hassan, M. Kabir - In: Computational economics 52 (2018) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10012052920
Cover Image
Debt persistence in a deflationary environment : a regime-switching model
Ferri, Piero; Tramontana, Fabio - In: Computational economics 52 (2018) 2, pp. 421-442
Persistent link: https://www.econbiz.de/10012052954
Cover Image
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Cover Image
Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
Cover Image
Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila; Levendovszky, Janos; Fogarasi, Norbert - In: Computational economics 54 (2019) 1, pp. 281-303
Persistent link: https://www.econbiz.de/10012134161
Cover Image
A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Computational economics 54 (2019) 1, pp. 367-417
Persistent link: https://www.econbiz.de/10012134192