has been cited by the following article(s):
[1]
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Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure
Computational Economics,
2024
DOI:10.1007/s10614-023-10451-x
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[2]
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High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control
Applied Mathematical Finance,
2019
DOI:10.1080/1350486X.2019.1702067
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