Pages that link to "Item:Q1657919"
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The following pages link to Kim and Omberg revisited: the duality approach (Q1657919):
Displaying 9 items.
- Reaching nirvana with a defaultable asset? (Q1693840) (← links)
- Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← links)
- On optimal investment with processes of long or negative memory (Q1743336) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← 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)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- Optimal consumption and investment in general affine GARCH models (Q6617073) (← links)
