Pages that link to "Item:Q1274217"
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The following pages link to Products of trees for investment analysis (Q1274217):
Displayed 26 items.
- Decision analysis and real options: a discrete time approach to real option valuation (Q816347) (← links)
- Utility functions that lead to the likelihood ratio as a relative model performance measure (Q864911) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- Arbitrage in stationary markets (Q1022419) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- An appreciation of Professor David G. Luenberger (Q1586791) (← links)
- Nash competitive equilibria and two-period fund separation (Q1877824) (← links)
- Economic Darwinism: Who has the best probabilities? (Q2370084) (← links)
- The value of a probability forecast from portfolio theory (Q2425828) (← links)
- Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- The Action Gambler and Equal-Sized Wagering (Q3621146) (← links)
- MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS (Q4653036) (← links)
- CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS (Q4653567) (← links)
- STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276) (← links)
- Using Utility Functions to Model Risky Bonds (Q5310698) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)
- MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS (Q5696858) (← links)
- PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)
- MODELLING INFLATION AS A RANDOM PROCESS (Q5696878) (← links)
- “Enterprise Risk and return Management for Financial Institutions,” Mark Griffin and Rick Boomgaardt, April 1999 (Q5718082) (← links)
- Investing for Retirement (Q5718087) (← links)
- “Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000 (Q5718229) (← links)