Kiyoshi Suzuki

From MaRDI portal
Person:259388

Available identifiers

zbMath Open suzuki.kiyoshiMaRDI QIDQ259388

List of research outcomes





PublicationDate of PublicationType
Optimal pair-trading strategy over long/short/square positions -- empirical study2021-09-03Paper
Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings: a viscosity solution approach2021-06-03Paper
Optimal tracking for asset allocation with fixed and proportional transaction costs2019-01-15Paper
Optimal pair-trading strategy over long/short/square positions -- empirical study2018-11-14Paper
Optimal switching strategy of a mean-reverting asset over multiple regimes2016-03-11Paper

Research outcomes over time

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