Enhanced indexation using both equity assets and index options

Documenti analoghi

• Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints
  di: Valle, Cristiano Arbex, et al.
  Pubblicazione: (2024)
• Reinforcement Learning Methods for the Stochastic Optimal Control of an Industrial Power-to-Heat System
  di: Pilling, Eric, et al.
  Pubblicazione: (2024)
• Portfolio optimisation: bridging the gap between theory and practice
  di: Valle, Cristiano Arbex
  Pubblicazione: (2024)
• Numerical analysis of American option pricing in a two-asset jump-diffusion model
  di: Zhou, Hao, et al.
  Pubblicazione: (2024)
• Dimension-Reduced Cosine Expansions via Tensor Decomposition: Methodology and Applications to Credit Exposure Quantification
  di: Mast, Gijs, et al.
  Pubblicazione: (2023)