Pages that link to "Item:Q1693840"
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The following pages link to Reaching nirvana with a defaultable asset? (Q1693840):
Displayed 8 items.
- Kim and Omberg revisited: the duality approach (Q1657919) (← links)
- Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
- Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
- Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)