95 citations to 10.1080/14697680802563732 (Crossref Cited-By Service)
  1. Eddie Hui, Philip Yam, John Wright, Kevin Chan, “Shall we buy and hold? Evidence from Asian real estate markets”, Journal of Property Investment & Finance, 32, № 2, 2014, 168  crossref
  2. Tim Leung, Xin Li, Zheng Wang, “Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs”, SSRN Journal, 2014  crossref
  3. Florin Avram, Dan Goreac, “A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time”, Scandinavian Actuarial Journal, 2019, № 9, 2019, 799  crossref
  4. S C. P. Yam, S C. P. Yam, S P Yung, S P Yung, W Zhou, W Zhou, “A unified “bang-bang” principle with respect to R-invariant performance benchmarks”, Теория вероятностей и ее применения, 57, № 2, 2012, 405  crossref
  5. Xun Li, Xianping Wu, Wenxin Zhou, “Optimal stopping investment in a logarithmic utility-based portfolio selection problem”, Financ Innov, 3, № 1, 2017, 28  crossref
  6. Attila Lovas, Miklós Rásonyi, “Ergodic aspects of trading with threshold strategies”, Ann Oper Res, 2023  crossref
  7. Zhenya Liu, Yuhao Mu, “Optimal Stopping Methods for Investment Decisions: A Literature Review”, IJFS, 10, № 4, 2022, 96  crossref
  8. Rida Ahroum, Othmane Touri, Fatima-Zahra Sabiq, Boujemâa Achchab, “Investment strategies with rebalancing: How could they serve Sukuk secondary market?”, Borsa Istanbul Review, 18, № 2, 2018, 91  crossref
  9. Zuo Quan Xu, Xun Yu Zhou, “Optimal Stopping Under Probability Distortion”, SSRN Journal, 2011  crossref
  10. TUMELLANO SEBEHELA, “THE "DELTA" OF THE MARGRABE FORMULA”, Ann. Finan. Econ., 09, № 03, 2014, 1450007  crossref
1
2
3
4
5
6
7
8
9
10
Следующая