Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451): Difference between revisions
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Revision as of 00:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment timing in presence of downside risk: a certainty equivalent characterization |
scientific article |
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Investment timing in presence of downside risk: a certainty equivalent characterization (English)
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8 March 2012
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downside risk
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certainty equivalence
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exponential Lévy process
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optimal stopping
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risk adjustment
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threshold policy
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