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Pairs trading under drift uncertainty and risk penalization

Altay, Sühan; Colaneri, Katia; Eksi-Altay, Zehra - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-24

Persistent link: https://www.econbiz.de/10011956923

Adversarial risk analysis under partial information

Roponen, Juho; Ríos Insua, David; Salo, Ahti A. - In: European journal of operational research : EJOR 287 (2020) 1, pp. 306-316

Persistent link: https://www.econbiz.de/10012293799

Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure

La Torre, Davide; Mendivil, Franklin - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1549-1556

Persistent link: https://www.econbiz.de/10012228245

Pricing currency derivatives under the benchmark approach

Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48

Persistent link: https://www.econbiz.de/10011377682

A mathematical analysis of technical analysis

Lorig, Matthew; Zhou, Zhou; Zou, Bin - In: Applied mathematical finance 26 (2019) 1, pp. 38-68

Persistent link: https://www.econbiz.de/10012210259

Uncertain prospects ranking and portfolio analysis under the conditions of partial information

Colson, Gérard; Zelený, Milan - 1980

Persistent link: https://www.econbiz.de/10013278212

Local risk-minimization under Markov-modulated exponential Lévy model

Menoukeu-Pamen, Olivier; Momeya, Romuald - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-24

Persistent link: https://www.econbiz.de/10011403879

On mean-variance hedging under partial observations and terminal wealth constraints

Makogin, Vitalii; Melʹnikov, Aleksandr V.; Mišura, … - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-21

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Biased Learning under Ambiguous Information

Chen, Jaden Yang - 2021

This paper proposes a model of how biased individuals update beliefs in the presence of informational ambiguity. Individuals are ambiguous about the actual signal-generating process and interpret signals according to the model that can best support their biases. This paper provides a complete...

Persistent link: https://www.econbiz.de/10013234442

Optimal portfolios under bounded shortfall risk and partial information

Wunderlich, Ralf; Sass, Jörn; Gabih, Abdelali - In: Operations research proceedings 2006 : selected papers …, (pp. 581-586). 2007

Persistent link: https://www.econbiz.de/10003472251

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