A. Tourin

Finance · 2013–2017

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #5,689 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 7 citations into it; #22,928 of 23,481 by trust here, #21,405 by citations
• Management Science and Operations Research — 5 citations into it

Whom A. Tourin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Huyen Pham
2. Fred Espen Benth
3. Mei Choi Chiu
4. Yacine Aït-Sahalia
5. Kenneth Hvistendahl Karlsen
6. Jin-Chuan Duan
7. Hoi Ying Wong

Who trusts A. Tourin overall

1. Emmanouil Platanakis
2. Christopher Krauss
3. Thomas G. Fischer
4. P. Lintilhac
5. Andrew Urquhart

Papers from A. Tourin's perspective

Ordered by how strongly the researchers A. Tourin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
2. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
3. Mean-variance portfolio selection of cointegrated assets
4. Dynamic Pairs Trading Using the Stochastic Control Approach
5. Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit
6. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
7. Generalized autoregressive conditional heteroskedasticity
8. The Variance Gamma (V.G.) Model for Share Market Returns
9. Martingale Methods in Financial Modelling
10. Controlled Markov processes and viscosity solutions

Their papers

• Dynamic Pairs Trading Using the Stochastic Control Approach (2013) — 92 citations
• Model-based pairs trading in the bitcoin markets (2017) — 64 citations