//--> //--> //-->
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:"Wu, Lan"
~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
Optimal thresholds
2
Pairs trading
2
Portfolio selection
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Double boundary stopping time
1
Lévy-driven Ornstein-Uhlenbeck process
1
Markov chain
1
Markov-Kette
1
Markov-modulated O-U process
1
Regime-switching
1
Two-sided exit problem
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
Wu, Lan
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
Cheng, Yuyang
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
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
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
Saved in:
2
Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process
Wu, Lan
;
Zang, Xin
;
Zhao, Hongxin
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1285-1306
Persistent link: https://www.econbiz.de/10012262663
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->