Access Statistics for Kiyoshi Suzuki

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach 1 1 4 15 1 1 7 43
Optimal pair-trading strategy over long/short/square positions—empirical study 2 2 3 42 8 11 17 103
Optimal tracking for asset allocation with fixed and proportional transaction costs 0 0 2 45 1 4 7 128
Total Journal Articles 3 3 9 102 10 16 31 274


Statistics updated 2026-01-09