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Financial Modelling in the new paradigm of the decision theory
Gil-Aluja, Jaime - In: New operational approaches for financial modelling, (pp. 3-18). 1997
Persistent link: https://www.econbiz.de/10001299234
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An application of interactive multiple goal programming on the Warsaw stock exchange
Dominiak, Cezary - In: Advances in multiple objective and goal programming : …, (pp. 66-74). 1997
Persistent link: https://www.econbiz.de/10001322101
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Trends in quantitative equity management : survey results
Fabozzi, Frank J.; Focardi, Sergio; Jonas, Caroline - In: Quantitative fund management, (pp. 3-16). 2009
Persistent link: https://www.econbiz.de/10003796934
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Portfolio choice problems
Brandt, Michael W. - 2010
Persistent link: https://www.econbiz.de/10003900658
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Shareholder activism among portfolio managers : rational decisions or 15 minutes of fame?
Nordén, Lars; Strand, Therese - In: New developments in financial modelling, (pp. 95-115). 2008
Persistent link: https://www.econbiz.de/10003981779
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Optimiertes Portfolio-Management durch Vernetzung konstitutiver Systemstrukturen
Stöttner, Rainer - In: Wissen, Vernetzung, Virtualisierung : liber amicorum …, (pp. 411-426). 2008
Persistent link: https://www.econbiz.de/10003701624
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Determining expected utility and entropy ratio in the expected utility-entropy decision model for stock selection depending on capital market development
Marasović, Branka; Kalinić, Tea; Jerković, Ivana - In: Recent applications of financial risk modelling and …, (pp. 1-21). 2021
Persistent link: https://www.econbiz.de/10012303807
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Stuctured products for pension funds
Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - In: Dynamic stochastic optimization : [this volume includes …, (pp. 115-130). 2004
Persistent link: https://www.econbiz.de/10003487978
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Non-linear dependence modeling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher; Stübinger, Johannes - In: Essays on quantitative finance in the context of …, (pp. 11-45). 2018
Persistent link: https://www.econbiz.de/10011901803
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Arbitrage opportunities between gold exchange-traded funds
Kharma, Céline - In: Essays on exchange traded funds, market quality and …, (pp. 1-32). 2018
Finally, I further explore the topic of ETF competition in the context of arbitrage. Three perfectly substitutable ETFs … other. This constitutes an ideal setting for a relative value arbitrage strategy. In the third paper, I identify instances … of mispricing between the three gold ETFs which create arbitrage opportunities. Increased trading pressure following the …
Persistent link: https://www.econbiz.de/10011962540