Publikationen pro Jahr
Publikationen pro Jahr
Publikationen
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Optimal Convergence Trading with Unobservable Pricing Errors
Altay, S., Colaneri, K. & Eksi-Altay, Z., 2020, in: Annals of Operations Research.Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung
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Optimal Portfolio Allocation with Momentum and Mean Reversion under Partial Information
Altay, S., Colaneri, K. & Eksi-Altay, Z., 2020.Publikation: Working/Discussion Paper › Working Paper/Preprint
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Portfolio optimization for a large investor controlling market sentiment under partial information
Altay, S., Eksi-Altay, Z. & Colaneri, K., 2019, in: SIAM Journal on Financial Mathematics. 10, 2, S. 512 - 546Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung
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Pairs Trading under Drift Uncertainty and Risk Penalization
Altay, S., Colaneri, K. & Eksi-Altay, Z., 2018, in: International Journal of Theoretical and Applied Finance. 21, 07, S. 1850046Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung
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Stein-Chen approximation and error bounds for the sum of path-dependent indicators of stochastic processes
Altay, S., 2018.Publikation: Working/Discussion Paper › Working Paper/Preprint
Aktivitäten
- 6 Wissenschaftlicher Vortrag (Science-to-Science)
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Optimal Convergence Trading with Unobservable Pricing Errors
Altay, S. (Redner*in)
9 Sept. 2019 → 11 Sept. 2019Aktivität: Vortrag › Wissenschaftlicher Vortrag (Science-to-Science)
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Optimal Convergence Trading with Unobservable Pricing Errors
Altay, S. (Redner*in)
11 Juni 2019 → 14 Juni 2019Aktivität: Vortrag › Wissenschaftlicher Vortrag (Science-to-Science)
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Portfolio optimization for a large investor: an intensity-based control framework for a pure-jump model under partial information
Altay, S. (Redner*in)
2017Aktivität: Vortrag › Wissenschaftlicher Vortrag (Science-to-Science)
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A joint term structure model for credit and interest rate risk with flexible correlation structure
Altay, S. (Redner*in)
2017Aktivität: Vortrag › Wissenschaftlicher Vortrag (Science-to-Science)
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Term structure of defaultable bonds, an approach with Jacobi processes
Altay, S. (Redner*in)
2016Aktivität: Vortrag › Wissenschaftlicher Vortrag (Science-to-Science)