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Open Access research that responds to the COVID-19 pandemic...

Strathprints makes available scholarly Open Access content seeking to respond to the medical, scientific, economic and social emergencies arising from the COVID-19 pandemic. Researchers from across the Faculties of Science, Engineering, Business and the Humanities, Arts & Social Sciences (HaSS) are all contributing to improved human understanding of -- or solutions to -- the issues surrounding management of the pandemic and the post-pandemic recovery.

Explore COVID-19 related Open Access research. Or explore all of Strathclyde's Open Access research...

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Jump to: 2020 | 2006
Number of items: 2.

2020

Li, Yin and Mao, Xuerong and Song, Yazhi and Tao, Jian (2020) Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition. Journal of Industrial and Management Optimization. ISSN 1547-5816 (In Press)

2006

Ip, W. and Wong, H. and Pan, J. and Yuan, K. (2006) Estimating value-at-risk for Chinese stock market by switching regime ARCH model. Journal of Industrial and Management Optimization, 2 (2). pp. 145-163. ISSN 1547-5816

This list was generated on Sun May 16 18:33:48 2021 BST.