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 0 1 4 16 1 3 7 46
Optimal pair-trading strategy over long/short/square positions—empirical study 0 0 2 42 4 12 28 115
Optimal tracking for asset allocation with fixed and proportional transaction costs 1 3 5 48 2 5 12 133
Total Journal Articles 1 4 11 106 7 20 47 294


Statistics updated 2026-04-09