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Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang; Zhang, Wei; Xu, Hai-chuan - In: Economic modelling 39 (2014), pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
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Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos; Hassapis, Christis; Soulis, John; … - In: Economic modelling 64 (2017), pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
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Robust goal programming for multi-objective portfolio selection problem
Ghahtarani, Alireza; Najafi, Amir Abbas - In: Economic modelling 33 (2013), pp. 588-592
Persistent link: https://www.econbiz.de/10010193313
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Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets
Xia, Xin; Gan, Liu - In: Economic modelling 98 (2021), pp. 349-360
Persistent link: https://www.econbiz.de/10012793994
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A model for international capital markets closure in an economy with incomplete markets and short sales
Bellalah, Mondher; Zhang, Detao - In: Economic modelling 67 (2017), pp. 316-324
Persistent link: https://www.econbiz.de/10011813834
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Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao - In: Economic modelling 51 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei; Lu, Jiejun; Ching, Wai Ki; Siu, Tak Kuen - In: Economic modelling 66 (2017), pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
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Brexit and financial stability : an agent-based simulation
Samitas, Aristeidis; Polyzos, Stathis; Siriopoulos, Costas - In: Economic modelling 69 (2018), pp. 181-192
Persistent link: https://www.econbiz.de/10012016150
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Taxing financial transactions in fundamentally heterogeneous markets
Gaffeo, Edoardo; Molinari, Massimo - In: Economic modelling 64 (2017), pp. 322-333
Persistent link: https://www.econbiz.de/10011761261
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The impact of the French financial transaction tax on HFT activities and market quality
Veryzhenko, Iryna; Harb, Etienne; Louhichi, Waël; … - In: Economic modelling 67 (2017), pp. 307-315
Persistent link: https://www.econbiz.de/10011813833