Winston S. Buckley

Available identifiers

zbMath Open buckley.winston-sMaRDI QIDQ319247

List of research outcomes

Publication	Date of Publication	Type
Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy	2019-11-07	Paper
On the sensitivity of the Black capital asset pricing model to the market portfolio	2019-03-12	Paper
Discrimination for two-way models with insurance applications	2019-03-12	Paper
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps	2018-06-13	Paper
The long-run excess optimal power utility of an informed investor and its approximation	2017-05-31	Paper
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets	2016-10-07	Paper
A discontinuous mispricing model under asymmetric information	2016-10-06	Paper
A jump model for fads in asset prices under asymmetric information	2016-06-23	Paper
Combinatorial identities derived from the Kou jump-diffusion model	2013-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q4923660	2013-05-24	Paper
A mispricing model of stocks under asymmetric information	2012-12-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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