Olivier V. Pictet

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Beta-arbitrage strategies: when do they work, and why?
Quantitative Finance
2018-09-19Paper
Foreign exchange trading models and market behavior
Journal of Economic Dynamics and Control
2008-10-24Paper
scientific article; zbMATH DE number 2065159 (Why is no real title available?)2004-05-18Paper
Extremal forex returns in extremely large data sets
Extremes
2002-11-21Paper
Effective return, risk aversion and drawdowns
Physica A
2000-12-05Paper
scientific article; zbMATH DE number 1301882 (Why is no real title available?)2000-10-03Paper
scientific article; zbMATH DE number 1301873 (Why is no real title available?)1999-11-29Paper
Parallel genetic programming and its application to trading model induction
Parallel Computing
1998-07-22Paper
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
Finance and Stochastics
1998-06-04Paper


Research outcomes over time


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