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Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets

Buckley, Winston; Long, Hongwei; Marshall, Mario - In: European journal of operational research : EJOR 252 (2016) 2, pp. 676-686

Persistent link: https://www.econbiz.de/10011457778

Prioritising data items for business analytics : framework and application to human resources

Buckley, Winston; Long, Hongwei; Marshall, Mario - In: European journal of operational research : EJOR 252 (2016) 2, pp. 687-698

Persistent link: https://www.econbiz.de/10011457782

A mispricing model of stocks under asymmetric information

Buckley, Winston S.; Brown, Garfield O.; Marshall, Mario - In: European journal of operational research : EJOR 221 (2012) 3, pp. 584-592

Persistent link: https://www.econbiz.de/10009563409

A jump model for fads in asset prices under asymmetric information

Buckley, Winston; Long, Hongwei; Perera, Sandun - In: European journal of operational research : EJOR 236 (2014) 1, pp. 200-208

Persistent link: https://www.econbiz.de/10010361742

Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps

Perera, Sandun; Buckley, Winston; Long, Hongwei - In: Risk management approaches in engineering applications, (pp. 213-238). 2018

Persistent link: https://www.econbiz.de/10011870013

On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps

Perera, Sandun; Buckley, Winston - In: Journal of the Operational Research Society : OR 68 (2017) 8, pp. 877-885

Persistent link: https://www.econbiz.de/10011794501

Management of online server congestion using optimal demand throttling

Perera, Sandun; Gupta, Varun; Buckley, Winston - In: European journal of operational research : EJOR 285 (2020) 1, pp. 324-342

Persistent link: https://www.econbiz.de/10012239568

Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy

Buckley, Winston; Perera, Sandun - In: Annals of finance 15 (2019) 3, pp. 337-368

Persistent link: https://www.econbiz.de/10012240136

Do co-opted boards enhance or reduce R&D productivity?

Harris, Oneil; Glegg, Charmaine; Buckley, Winston - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012202892

Restructuring Counterparty Credit Risk

Albanese, Claudio; Brigo, Damiano; Oertel, Frank - arXiv.org - 2011

We introduce an innovative theoretical framework to model derivative transactions between defaultable entities based on the principle of arbitrage freedom. Our framework extends the traditional formulations based on Credit and Debit Valuation Adjustments (CVA and DVA). Depending on how the...

Persistent link: https://www.econbiz.de/10009369155