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!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal pair-trading strategy over long/short/square positions -- empirical study Quantitative Finance | 2021-09-03 | Paper |
| Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings: a viscosity solution approach Mathematics of Operations Research | 2021-06-03 | Paper |
| Optimal tracking for asset allocation with fixed and proportional transaction costs Quantitative Finance | 2019-01-15 | Paper |
| Optimal pair-trading strategy over long/short/square positions -- empirical study Quantitative Finance | 2018-11-14 | Paper |
| Optimal switching strategy of a mean-reverting asset over multiple regimes Automatica | 2016-03-11 | Paper |
Research outcomes over time
This page was built for person: Kiyoshi Suzuki
