Dynamic trading strategies in portfolio choice problems
Title: Dynamic trading strategies in portfolio choice problems Authors: Wang, Fei (王飛) Abstract: This thesis studies dynamic trading strategies in portfolio choice problems. Investors seek to allocate...
View ArticleAnalysis of currency crises and exchange rate markets : Markov-switching...
Title: Analysis of currency crises and exchange rate markets : Markov-switching based and vector auto-regression based approach Authors: Yu, Runfang (喻潤方) Abstract: With opening up and liberalization...
View ArticleHedging parameters estimation for American options and its application in...
Title: Hedging parameters estimation for American options and its application in upper bound algorithms Authors: Zhang, Bingfeng (張炳鋒) Abstract: Upper bound algorithms for pricing American-style...
View ArticlePenalized likelihood and model averaging
Title: Penalized likelihood and model averaging Authors: Zhou, Jianhong (周建红) Abstract: Penalized likelihood and model averaging are alternatives to model selection. The former has the attractive...
View Article