ORIGINAL RESEARCH
Published on 15 May 2025
On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation
doi 10.3389/fams.2025.1585187
- 185 views
- Frontiers in Applied Mathematics and Statistics
- Mathematical Finance
- Research Topics
- Financial Modeling with Frictions
Financial Modeling with Frictions
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Articles
ORIGINAL RESEARCH
Accepted on 24 Apr 2025
Value at Risk long memory volatility models with heavy-tailed distributions for Cryptocurrencies
doi 10.3389/fams.2025.1567626
- 216 views
ORIGINAL RESEARCH
Accepted on 10 Apr 2025
Improving Stock Price Forecasting with M-A-BiLSTM: A Novel Approach
doi 10.3389/fams.2025.1588202
- 222 views
ORIGINAL RESEARCH
Published on 17 Feb 2025
A new tool to detect financial data scaling
doi 10.3389/fams.2025.1527750
- 346 views
ORIGINAL RESEARCH
Published on 10 Dec 2024
How ESG corporate reputation affects sustainability premiums in the insurance industry
doi 10.3389/fams.2024.1474565
- 1,063 views
REVIEW
Published on 26 Sep 2024
Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies
doi 10.3389/fams.2024.1456746
- 1,043 views
- 1 citation
ORIGINAL RESEARCH
Published on 05 Aug 2024
Stochastic optimal control problem of consumption and pension insurance with uncertain lifetime and its application to real-life data
doi 10.3389/fams.2024.1415385
- 645 views
