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Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
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Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro; Jaimungal, Sebastian - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
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Dynamic trading volume
Guasoni, Paolo; Weber, Marko - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
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Market selection of financial trading strategies : global stability
Evstigneev, Igor V. - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 329-339
Persistent link: https://www.econbiz.de/10001741939
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Buy-low and sell-high investment strategies
Zervos, Mihail; Johnson, Timothy C.; Alazemi, Fares - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 560-578
Persistent link: https://www.econbiz.de/10009783348
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Disutility, optimal retirement, and portfolio selection
Choi, Kyoung Jin; Shim, Gyoocheol - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 443-467
Persistent link: https://www.econbiz.de/10003326047
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Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu; Li, Duan; Wang, Shouyang; Zhu, Shushang - In: Mathematical finance : an international journal of … 22 (2012) 2, pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
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On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
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An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad; Kale, Satyen - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 288-310
Persistent link: https://www.econbiz.de/10011350635
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Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren; Wan, Xiangwei - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 115-150
Persistent link: https://www.econbiz.de/10011739450