Pages that link to "Item:Q1596742"
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The following pages link to Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information (Q1596742):
Displaying 9 items.
- Simultaneously long short trading in discrete and continuous time (Q503833) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- Beating the market? A mathematical puzzle for market efficiency (Q2145700) (← links)
- Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
- Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage (Q5459529) (← links)
- On statistical indistinguishability of complete and incomplete discrete time market models (Q6089405) (← links)
