MULTI-ASSET PORTFOLIO OPTIMIZATION WITH STOCHASTIC SHARPE RATIO UNDER DRAWDOWN CONSTRAINT.
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- Annals of Financial Economics, 2020, v. 15, n. 1, p. N.PAG, doi. 10.1142/S2010495220800019
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- Article
Works matching IS 20104952 AND DT 2020 AND VI 15 AND IP 1
Results: 5
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2
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT?
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- Annals of Financial Economics, 2020, v. 15, n. 1, p. N.PAG, doi. 10.1142/S2010495220500049
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- Article
3
AUSTRALIAN GOVERNMENT BONDS' NOMINAL YIELDS: A KEYNESIAN PERSPECTIVE.
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- Annals of Financial Economics, 2020, v. 15, n. 1, p. N.PAG, doi. 10.1142/S2010495220500037
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- Article
4
IMMEDIATE AND LONGER-TERM STOCK PRICE DYNAMICS FOLLOWING LARGE STOCK PRICE CHANGES.
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- Annals of Financial Economics, 2020, v. 15, n. 1, p. N.PAG, doi. 10.1142/S2010495220500025
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- Article
5
AN EFFICIENT VARIANCE REDUCTION-BASED SIMULATION ALGORITHM FOR PRICING ARITHMETIC ASIAN OPTIONS.
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- Annals of Financial Economics, 2020, v. 15, n. 1, p. N.PAG, doi. 10.1142/S2010495220500013
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- Article