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Optimal investment strategies with bounded risks, general utilities, and goal achieving
Dokuchaev, Nikolai; Yu Zhou, Xun - In: Journal of mathematical economics 35 (2001) 2, pp. 289-310
Persistent link: https://www.econbiz.de/10006040112
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Mean-Reverting Market Model: Speculative Opportunities and Non-Arbitrage
Dokuchaev, Nikolai - In: Applied mathematical finance 14 (2007) 4, pp. 319-338
Persistent link: https://www.econbiz.de/10008221674
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Nonlinearity, data-snooping, and stock index ETF return predictability
Dokuchaev, Nikolai - In: European journal of operational research : EJOR 200 (2010) 2, pp. 498-508
Persistent link: https://www.econbiz.de/10008349307
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Discrete time market with serial correlations and optimal myopic strategies
Dokuchaev, Nikolai - In: European journal of operational research : EJOR 177 (2007) 2, pp. 1090-1104
Persistent link: https://www.econbiz.de/10007391457