The following pages link to Carl Lindberg (Q354659):
Displaying 12 items.
- Investing equally in risk (Q354660) (← links)
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- Optimal liquidation of a call spread (Q3578685) (← links)
- Auctions with an Invitation Cost (Q5013384) (← links)
- Optimal Liquidation of a Pairs Trade (Q5198562) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- Pairs Trading with Opportunity Cost (Q5416556) (← links)
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)