Narrow search
Showing 1 - 5 of 5
Cover Image
A note on the forward measure
Davis, Mark - In: Finance and stochastics 2 (1998) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
Cover Image
Using a mean-changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien; Zhitlukhin, M. V.; Ziemba, William T. - In: The journal of portfolio management : JPM 49 (2022) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10014232181
Cover Image
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien; Zhitlukhin, M. V.; Ziemba, William T. - 2021
Persistent link: https://www.econbiz.de/10012520206
Cover Image
Using a mean changing stochastic processes exit-entry model for stock market longshort prediction
Lleo, Sébastien; Zhitlukhin, M. V.; Ziemba, William T. - 2021
Persistent link: https://www.econbiz.de/10012534838
Cover Image
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien; Runggaldier, Wolfgang J. - In: European journal of operational research : EJOR 316 (2024) 1, pp. 200-214
Persistent link: https://www.econbiz.de/10014573970