An efficient approach to quantile capital allocation and sensitivity analysis.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 4, p. 1131, doi. 10.1111/mafi.12211
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2019 AND VI 29 AND IP 4
Results: 7
1
2
Periodic strategies in optimal execution with multiplicative price impact.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 4, p. 1039, doi. 10.1111/mafi.12208
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- Publication type:
- Article
3
A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 4, p. 1157, doi. 10.1111/mafi.12207
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- Publication type:
- Article
4
Mean field and n‐agent games for optimal investment under relative performance criteria.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 4, p. 1003, doi. 10.1111/mafi.12206
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- Publication type:
- Article
5
Portfolio choice with small temporary and transient price impact.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 4, p. 1066, doi. 10.1111/mafi.12204
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- Publication type:
- Article
6
A variation of the Azéma martingale and drawdown options.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 4, p. 1116, doi. 10.1111/mafi.12202
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- Publication type:
- Article
7
Issue Information.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 4, p. 1001, doi. 10.1111/mafi.12191
- Publication type:
- Article