The following pages link to (Q4335866):
Displaying 49 items.
- Distributional properties of portfolio weights (Q278053) (← links)
- Venture capital, staged financing and optimal funding policies under uncertainty (Q322450) (← links)
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Market selection and survival of investment strategies (Q556404) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- Forecasting multivariate realized stock market volatility (Q737267) (← links)
- Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Globally evolutionarily stable portfolio rules (Q928881) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- On stochastic dynamic programming for solving large-scale planning problems under uncertainty (Q1010297) (← links)
- A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction (Q1043346) (← links)
- Financial modelling: Where to go? With an illustration for portfolio management (Q1278810) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach (Q1410318) (← links)
- Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach (Q1595446) (← links)
- The strategic role of dividends and debt in markets with imperfect competition (Q1741184) (← links)
- Investment and dividends under irreversibility and financial constraints (Q1853205) (← links)
- Jump bidding in ascending auctions: the case of takeover contests (Q1934797) (← links)
- On interdependent supergames: Multimarket contact, concavity, and collusion (Q1961364) (← links)
- And a vision appeared unto them of a great profit: evidence of self-deception among the self-employed. (Q1978328) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Relative growth optimal strategies in an asset market game (Q2022934) (← links)
- An evolutionary finance model with a risk-free asset (Q2022939) (← links)
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets (Q2175461) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543) (← links)
- A robust nonparametric approach to evaluate and explain the performance of mutual funds (Q2432870) (← links)
- The capital cost of holding inventory with stochastically mean-reverting purchase price (Q2462156) (← links)
- The Defaultable Lévy Term Structure: Ratings and Restructuring (Q4409031) (← links)
- US stock returns: are there seasons of excesses? (Q4554515) (← links)
- ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (Q4584704) (← links)
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (Q4646789) (← links)
- A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)
- The Term Structure of Simple Forward Rates with Jump Risk (Q4812840) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Growth Optimal Portfolio Insurance in Continuous and Discrete Time (Q5176293) (← links)
- Optimization Methods in Finance (Q5234332) (← links)
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846) (← links)
- Contagion models a la carte: which one to choose? (Q5746772) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
