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 1 12 1 4 8 39
Optimal pair-trading strategy over long/short/square positions—empirical study 1 3 4 40 1 3 7 87
Optimal tracking for asset allocation with fixed and proportional transaction costs 0 2 5 43 0 2 8 121
Total Journal Articles 1 6 10 95 2 9 23 247


Statistics updated 2025-03-03