Craig Friedman

Available identifiers

zbMath Open friedman.craigMaRDI QIDQ864909

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q3162620	2010-10-20	Paper
ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA	2010-05-19	Paper
WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS	2008-09-03	Paper
A utility-based approach to some information measures	2008-05-22	Paper
Utility functions that lead to the likelihood ratio as a relative model performance measure	2007-02-13	Paper
INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS	2006-08-14	Paper
MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS	2005-10-19	Paper
CONFRONTING MODEL MISSPECIFICATION IN FINANCE: TRACTABLE COLLECTIONS OF SCENARIO PROBABILITY MEASURES FOR ROBUST FINANCIAL OPTIMIZATION PROBLEMS	2005-06-22	Paper
MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS	2005-02-28	Paper
10.1162/153244304322972702	2005-02-16	Paper
10.1162/153244304773633816	2004-11-23	Paper
Calibrating volatility surfaces via relative-entropy minimization	2002-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4949414	2002-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q2725583	2002-01-13	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Craig Friedman