| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion
|
Liu, Yue
|
|
|
55 |
3 |
p. 827-843
|
artikel
|
| 2 |
A Numerical Solution of Optimal Portfolio Selection Problem with General Utility Functions
|
Ma, Guiyuan
|
|
|
55 |
3 |
p. 957-981
|
artikel
|
| 3 |
A Perturbation Method to Optimize the Parameters of Autoregressive Conditional Heteroscedasticity Model
|
Feng, Xuejie
|
|
|
55 |
3 |
p. 1021-1044
|
artikel
|
| 4 |
Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models
|
Sunakawa, Takeki
|
|
|
55 |
3 |
p. 845-874
|
artikel
|
| 5 |
A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options
|
He, Xubiao
|
|
|
55 |
3 |
p. 999-1019
|
artikel
|
| 6 |
Classifier Based Stock Trading Recommender Systems for Indian stocks: An Empirical Evaluation
|
Vismayaa, V.
|
|
|
55 |
3 |
p. 901-923
|
artikel
|
| 7 |
Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
|
Solberger, Martin
|
|
|
55 |
3 |
p. 875-900
|
artikel
|
| 8 |
Financial Contagion in Core–Periphery Networks and Real Economy
|
Chiba, Asako
|
|
|
55 |
3 |
p. 779-800
|
artikel
|
| 9 |
Forecasting Financial Networks
|
Caraiani, Petre
|
|
|
55 |
3 |
p. 983-997
|
artikel
|
| 10 |
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws
|
Wesselhöfft, Niels
|
|
|
55 |
3 |
p. 801-826
|
artikel
|
| 11 |
Short Term Firm-Specific Stock Forecasting with BDI Framework
|
Ahmed, Mansoor
|
|
|
55 |
3 |
p. 745-778
|
artikel
|
| 12 |
Solving Stochastic Dynamic Programming Problems: A Mixed Complementarity Approach
|
Chang, Wonjun
|
|
|
55 |
3 |
p. 925-955
|
artikel
|
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