Timing portfolio strategies with exponential Lévy processes (Q1722752)

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Timing portfolio strategies with exponential Lévy processes
scientific article

    Statements

    title
    Timing portfolio strategies with exponential Lévy processes (English)
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    author
    Sergio Ortobelli Lozza
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    Enrico Angelelli
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    Alda Ndoci
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    publication date
    18 February 2019
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    zbMATH Keywords
    Lévy processes
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    applied probability
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    portfolio strategies
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    stopping times
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    cites work
    Q3150773
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    Q4868512
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    Q4004190
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    Q2778807
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    Q5361360
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    Q2709279
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    Q3083935
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    Q4301585
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    Q4937701
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    Identifiers

    zbMATH DE Number
    7024660
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    Wikidata QID
    Q115605837
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    OpenAlex ID
    W2888761543
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