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 0 3 16 1 2 7 47
Optimal pair-trading strategy over long/short/square positions—empirical study 0 0 2 42 5 12 33 120
Optimal tracking for asset allocation with fixed and proportional transaction costs 0 3 5 48 3 7 15 136
Total Journal Articles 0 3 10 106 9 21 55 303


Statistics updated 2026-05-06