Research output per year
Research output per year
Research output
- 8 Article
Search results
-
2021
Risk Arbitrage Opportunities for Stock Index Options
Post, G. & Rodriguez Longarela, I., 2021, In: Operations Research. 69, 1, p. 100-113 14 p.Research output: Contribution to journal › Article › peer-review
8 Citations (Scopus) -
2020
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
Anderson, G., Post, G. T. & Whang, Y. J., Jul 2 2020, In: Journal of Business and Economic Statistics. 38, 3, p. 502-515 14 p.Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus) -
2019
A concave security market line
De Giorgi, E. G., Post, T. & Yalçın, A., Sept 2019, In: Journal of Banking and Finance. 106, p. 65-81 17 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Citations (Scopus) -
Robust optimization of forecast combinations
Post, T., Karabatı, S. & Arvanitis, S., Jul 1 2019, In: International Journal of Forecasting. 35, 3, p. 910-926 17 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Citations (Scopus) -
Stochastic Spanning
Arvanitis, S., Hallam, M., Post, T. & Topaloglou, N., Oct 2 2019, In: Journal of Business and Economic Statistics. 37, 4, p. 573-585 13 p.Research output: Contribution to journal › Article › peer-review
14 Citations (Scopus) -
2018
Increasing Discriminatory Power in Well-being Analysis using Convex Stochastic Dominance
Anderson, G. & Post, G., 2018, In: Social Choice and Welfare. 20 p.Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus) -
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, T., Karabatı, S. & Arvanitis, S., Sept 2018, In: Journal of Econometrics. 206, 1, p. 167-186 20 p.Research output: Contribution to journal › Article › peer-review
Open Access29 Citations (Scopus) -
Trading volume, return variability and short-term momentum
Gökçen, U. & Post, T., Feb 11 2018, In: European Journal of Finance. 24, 3, p. 231-249 19 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)