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Showing results 1 to 11 of 11

	Title	Author(s)	Issue Date
	A Black–Litterman approach to correlation stress testing Journal:Quantitative Finance	NG, FC Li, WK Yu, PLH	2014
	Adaptive online mean-variance portfolio selection with transaction costs Journal:Quantitative Finance	Guo, Sini Gu, Jia Wen Ching, Wai Ki Lyu, Benmeng	19-Dec-2023
	CDO pricing with nested Archimedean copulas Journal:Quantitative Finance	Hofert, Marius Scherer, Matthias	2011
	Dynamic portfolio choice without cash Journal:Quantitative Finance	LAM, CK Xu, Y Yin, G	2019
	Forecasting high-dimensional realized volatility matrices using a factor model Journal:Quantitative Finance	Shen, K Yao, JJ Li, WK	2018
	Interacting Default Intensity with a Hidden Markov Process Journal:Quantitative Finance	YU, F Ching, WK GU, J SIU, TK	2017
	Least-squares Monte-Carlo methods for optimal stopping investment under CEV models Journal:Quantitative Finance	Ma, Jingtang Lu, Zhengyang Li, Wenyuan Xing, Jie	2020
	Optimal investment strategies for general utilities under dynamic elasticity of variance models Journal:Quantitative Finance	Li, Wenyuan Ma, Jingtang	2018
	Shrinkage estimation of Kelly portfolios Journal:Quantitative Finance	Han, Y Yu, PLH Mathew, T	2019
	The use of Bayes factors to compare interest rate term structure models Journal:Quantitative Finance	Hsu, P Giaccotto, C Hughen, W	2013
	Z-Transform and preconditioning techniques for option pricing Journal:Quantitative Finance	Fusai, Gianluca Marazzina, Daniele Marena, Marina Ng, Michael	2012

Showing results 1 to 11 of 11