Valeri I. Zakamouline

Available identifiers

Publication	Date of Publication	Type
Portfolio performance evaluation with loss aversion	2015-04-01	Paper
Block bootstrap methods and the choice of stocks for the long run	2014-02-20	Paper
THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS	2009-11-27	Paper
European option pricing and hedging with both fixed and proportional transaction costs	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	2007-05-09	Paper
A unified approach to portfolio optimization with linear transaction costs	2006-10-27	Paper

This page was built for person: Valeri I. Zakamouline