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Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin; Papanicolaou, Andrew - In: International journal of theoretical and applied finance 19 (2016) 8, pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
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Algorithmic trading of co-integrated assets
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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An analysis of Asian market integration pre- and post-crisis
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 483-501
Persistent link: https://www.econbiz.de/10003347380
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On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej; Vajsburd, Igor - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
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Optimal investment strategy for risky assets
Maslov, Sergei - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001251048
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Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C. - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
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Optimal strategies for prudent investors
Baviera, Roberto (contributor) - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
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Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
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Taming large events : optimal portfolio theory for strongly fluctuating assets
Bouchaud, Jean-Philippe (contributor) - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001236676
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A new model for interest rates
Epstein, D. - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 195-226
Persistent link: https://www.econbiz.de/10001240158