Optimal pairs trading with dynamic mean-variance objective.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 94, n. 1, p. 145, doi. 10.1007/s00186-021-00751-z
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2021 AND VI 94 AND IP 1
Results: 7
1
2
Stochastic comparisons and ageing properties of residual lifetime mixture models.
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- Mathematical Methods of Operations Research, 2021, v. 94, n. 1, p. 123, doi. 10.1007/s00186-021-00750-0
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- Publication type:
- Article
3
Correction to: Optimal discrete search with technological choice.
- Published in:
- 2021
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- Publication type:
- Correction Notice
4
Marginality and convexity in partition function form games.
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- Mathematical Methods of Operations Research, 2021, v. 94, n. 1, p. 99, doi. 10.1007/s00186-021-00748-8
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- Publication type:
- Article
5
Chance-constrained games with mixture distributions.
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- Mathematical Methods of Operations Research, 2021, v. 94, n. 1, p. 71, doi. 10.1007/s00186-021-00747-9
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- Publication type:
- Article
6
Minimizing spectral risk measures applied to Markov decision processes.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 94, n. 1, p. 35, doi. 10.1007/s00186-021-00746-w
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- Publication type:
- Article
7
Dynamic pricing with finite price sets: a non-parametric approach.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 94, n. 1, p. 1, doi. 10.1007/s00186-021-00744-y
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- Publication type:
- Article