OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Optimal trading of a basket of futures contracts
Bahman Angoshtari, Tim Leung
Annals of Finance (2020) Vol. 16, Iss. 2, pp. 253-280
Closed Access | Times Cited: 7
Bahman Angoshtari, Tim Leung
Annals of Finance (2020) Vol. 16, Iss. 2, pp. 253-280
Closed Access | Times Cited: 7
Showing 7 citing articles:
OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK
Tim Leung, Raphael Yan, Yang Zhou
International Journal of Theoretical and Applied Finance (2021) Vol. 24, Iss. 05, pp. 2150028-2150028
Closed Access | Times Cited: 1
Tim Leung, Raphael Yan, Yang Zhou
International Journal of Theoretical and Applied Finance (2021) Vol. 24, Iss. 05, pp. 2150028-2150028
Closed Access | Times Cited: 1
Constrained dynamic futures portfolios with stochastic basis
Xiaohong Chen, Tim Leung, Yang Zhou
Annals of Finance (2021) Vol. 18, Iss. 1, pp. 1-33
Closed Access | Times Cited: 1
Xiaohong Chen, Tim Leung, Yang Zhou
Annals of Finance (2021) Vol. 18, Iss. 1, pp. 1-33
Closed Access | Times Cited: 1
A Stochastic Control Approach to Futures Trading with Regime Switching
Tim Leung, Yang Zhou
2022 American Control Conference (ACC) (2020), pp. 2808-2813
Closed Access
Tim Leung, Yang Zhou
2022 American Control Conference (ACC) (2020), pp. 2808-2813
Closed Access
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model
Tim Leung, Yang Zhou
SSRN Electronic Journal (2020)
Open Access
Tim Leung, Yang Zhou
SSRN Electronic Journal (2020)
Open Access
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model
Tim Leung, Yang Zhou
arXiv (Cornell University) (2021)
Open Access
Tim Leung, Yang Zhou
arXiv (Cornell University) (2021)
Open Access
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model
Tim Leung, Yang Zhou
2022 American Control Conference (ACC) (2021), pp. 1168-1173
Open Access
Tim Leung, Yang Zhou
2022 American Control Conference (ACC) (2021), pp. 1168-1173
Open Access
Optimal Dynamic Futures Portfolio Under a Multifactor Gaussian Framework
Tim Leung, Raphael Yan, Yang Zhou
SSRN Electronic Journal (2021)
Closed Access
Tim Leung, Raphael Yan, Yang Zhou
SSRN Electronic Journal (2021)
Closed Access
