Details about Kiyoshi Suzuki
Access statistics for papers by Kiyoshi Suzuki.
Last updated 2021-10-09. Update your information in the RePEc Author Service.
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- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach
Mathematics of Operations Research, 2021, 46, (1), 336-360
- Optimal pair-trading strategy over long/short/square positions—empirical study
Quantitative Finance, 2018, 18, (1), 97-119 View citations (2)
- Optimal tracking for asset allocation with fixed and proportional transaction costs
Quantitative Finance, 2004, 4, (2), 233-243 View citations (13)