73 citations · 105 across the 5 of their papers we have counts for
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q-fin.PM2020★ 7 cited
Advanced Strategies of Portfolio Management in the Heston Market Model
Jarosław Gruszka, Janusz Szwabiński
There is a great number of factors to take into account when building and managing an investment portfolio. It is widely believed that a proper set-up of the portfolio combined wit…
q-fin.PM2019★ 9 cited
Best Portfolio Management Strategies For Synthetic and Real Assets
Jarosław Gruszka, Janusz Szwabiński
Managing investment portfolios is an old and well know problem in multiple fields including financial mathematics and financial engineering as well as econometrics and econophysics…