The following pages link to CONIC PORTFOLIO THEORY (Q2806366):
Displaying 11 items.
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Zero covariation returns (Q2296115) (← links)
- Estimation of ask and bid prices for geometric Asian options (Q2296530) (← links)
- Adapted hedging (Q2397784) (← links)
- Hedging insurance books (Q2520465) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)
- Now decision theory (Q6064078) (← links)
