Optimal portfolio positioning within generalized Johnson distributions (Q4555123): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W643423378 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3249325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal payoffs under state-dependent preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of constant proportion portfolio insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4221330 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal positioning in derivative securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Representation of Functionals of Brownian Motion by Stochastic Integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4868511 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Options and structured products in behavioral portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Empirical Portfolio Perspective on Option Pricing Anomalies* / rank
 
Normal rank
Property / cites work
 
Property / cites work: The impact of prudence on optimal prevention / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3679786 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of the Black and Scholes Formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio management with American capital guarantee / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3760262 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Optimization and Performance Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Johnson System: Selection and Parameter Estimation / rank
 
Normal rank

Latest revision as of 10:56, 17 July 2024

scientific article; zbMATH DE number 6981241
Language Label Description Also known as
English
Optimal portfolio positioning within generalized Johnson distributions
scientific article; zbMATH DE number 6981241

    Statements

    Optimal portfolio positioning within generalized Johnson distributions (English)
    0 references
    0 references
    0 references
    19 November 2018
    0 references
    0 references
    Johnson distributions
    0 references
    optimal portfolio positioning
    0 references
    structured asset management
    0 references
    hedge funds
    0 references
    0 references