Pages that link to "Item:Q1693840"

The following pages link to Reaching nirvana with a defaultable asset? (Q1693840):

Displaying 8 items.

• Kim and Omberg revisited: the duality approach (Q1657919) (← links)
• Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
• Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
• Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
• Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
• Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)