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researcher

J. Gruszka

3 papers hereh-index 220 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.PM3

identity via Semantic Scholar / OpenAlex

activity
20192023
most citedBest Portfolio Management Strategies For Synthetic and Real Assets

9 citations · 16 across the 3 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

q-fin.PM2023

Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data

Jarosław Gruszka, Janusz Szwabiński

The debate between active and passive investment strategies has been ongoing for many years and is far from being over. In this paper, we show that the choice of an optimal portfol…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.