//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
~person:"Cheng, Yuyang"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The impact of taxes on optimal...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
4/2 stochastic volatility model
2
Portfolio selection
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
3/2 process
1
CRRA utility
1
Characteristic function
1
Erwartungsnutzen
1
Expected utility
1
Expected utility theory
1
Experiment
1
Heston's process
1
Optimal portfolio choice
1
Probability theory
1
Stochastic co-volatility movements
1
Stochastic covariance process
1
Verification theorem
1
Wahrscheinlichkeitsrechnung
1
Wealth equivalent losses
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Cheng, Yuyang
Escobar, Marcos
6
Kim, Woo Chang
4
Lee, Yongjae
4
Boudt, Kris
3
Härdle, Wolfgang
3
Kim, Jang Ho
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Wong, Hoi Ying
3
Yu, Philip L. H.
3
Bernard, Carole
2
Birge, John R.
2
Costa, Giorgio
2
Ding, Rui
2
Elliott, Robert J.
2
Endres, Sylvia
2
Grobys, Klaus
2
Krauss, Christopher
2
Kwon, Do-Gyun
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Liu, Qingfu
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Olmo, Jose
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sermpinis, Georgios
2
Sit, Tony
2
Steffensen, Mogens
2
Wu, Lan
2
Zagst, Rudi
2
Zhu, Song-Ping
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Agarwal, Ankush
1
Akahori, J.
1
more ...
less ...
Published in...
All
Quantitative finance
Finance research letters
1
IMA journal of management mathematics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
Saved in:
2
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->