Liquidity Constraints for Portfolio Selection Based on Financial Volume.
- Published in:
- Computational Economics, 2020, v. 56, n. 4, p. 1055, doi. 10.1007/s10614-019-09957-0
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- Article
Works matching IS 09277099 AND DT 2020 AND VI 56 AND IP 4
Results: 13
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Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method.
- Published in:
- Computational Economics, 2020, v. 56, n. 4, p. 975, doi. 10.1007/s10614-019-09956-1
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- Article
3
Degrees of Rationality in Agent-Based Retail Markets.
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- Computational Economics, 2020, v. 56, n. 4, p. 953, doi. 10.1007/s10614-019-09955-2
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- Article
4
Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean.
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- Computational Economics, 2020, v. 56, n. 4, p. 929, doi. 10.1007/s10614-019-09954-3
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- Article
5
Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems.
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- Computational Economics, 2020, v. 56, n. 4, p. 883, doi. 10.1007/s10614-019-09953-4
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- Article
6
Fast Monte Carlo Simulation for Pricing Equity-Linked Securities.
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- Computational Economics, 2020, v. 56, n. 4, p. 865, doi. 10.1007/s10614-019-09947-2
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- Article
7
Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units.
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- Computational Economics, 2020, v. 56, n. 4, p. 843, doi. 10.1007/s10614-019-09945-4
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- Article
8
Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters.
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- Computational Economics, 2020, v. 56, n. 4, p. 795, doi. 10.1007/s10614-019-09944-5
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- Article
9
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection.
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- Computational Economics, 2020, v. 56, n. 4, p. 773, doi. 10.1007/s10614-019-09943-6
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- Article
10
Forecasting with Second-Order Approximations and Markov-Switching DSGE Models.
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- Computational Economics, 2020, v. 56, n. 4, p. 747, doi. 10.1007/s10614-019-09941-8
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- Article
11
Multiple Shooting Method for Solving Black–Scholes Equation.
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- Computational Economics, 2020, v. 56, n. 4, p. 723, doi. 10.1007/s10614-019-09940-9
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- Article
12
ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets.
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- Computational Economics, 2020, v. 56, n. 4, p. 711, doi. 10.1007/s10614-019-09936-5
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- Publication type:
- Article
13
The Use of Partial Fractional Form of A-Stable Padé Schemes for the Solution of Fractional Diffusion Equation with Application in Option Pricing.
- Published in:
- Computational Economics, 2020, v. 56, n. 4, p. 695, doi. 10.1007/s10614-019-09927-6
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- Publication type:
- Article