Winston Buckley

MaRDI QIDQ319247zbMATH OpenFDO

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 demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy Annals of Finance	2019-11-07	Paper
On the sensitivity of the black capital asset pricing model to the market portfolio Risk and Decision Analysis	2019-03-12	Paper
Discrimination for two-way models with insurance applications Risk and Decision Analysis	2019-03-12	Paper
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps Annals of Operations Research	2018-06-13	Paper
The long-run excess optimal power utility of an informed investor and its approximation International Journal of Operational Research	2017-05-31	Paper
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets European Journal of Operational Research	2016-10-07	Paper
A discontinuous mispricing model under asymmetric information European Journal of Operational Research	2016-10-06	Paper
A jump model for fads in asset prices under asymmetric information European Journal of Operational Research	2016-06-23	Paper
Combinatorial identities derived from the Kou jump-diffusion model Missouri Journal of Mathematical Sciences	2013-07-03	Paper
A note on the area and volume of right-angled triangles with integer sides	2013-05-24	Paper
A mispricing model of stocks under asymmetric information European Journal of Operational Research	2012-12-29	Paper

Research outcomes over time

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