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 |
|---|---|---|
| Portfolio performance evaluation with loss aversion Quantitative Finance | 2015-04-01 | Paper |
| Block bootstrap methods and the choice of stocks for the long run Quantitative Finance | 2014-02-20 | Paper |
| THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS International Journal of Theoretical and Applied Finance | 2009-11-27 | Paper |
| European option pricing and hedging with both fixed and proportional transaction costs Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
| Hedging of option portfolios and options on several assets with transaction costs and nonlinear partial differential equations | 2008-07-11 | Paper |
| Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs Quantitative Finance | 2007-05-09 | Paper |
| A unified approach to portfolio optimization with linear transaction costs Mathematical Methods of Operations Research | 2006-10-27 | Paper |
Research outcomes over time
This page was built for person: Valeri I. Zakamouline
