The following pages link to (Q4335866):
Displayed 22 items.
- Market selection and survival of investment strategies (Q556404) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Globally evolutionarily stable portfolio rules (Q928881) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Financial modelling: Where to go? With an illustration for portfolio management (Q1278810) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach (Q1410318) (← links)
- Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach (Q1595446) (← links)
- Investment and dividends under irreversibility and financial constraints (Q1853205) (← links)
- On interdependent supergames: Multimarket contact, concavity, and collusion (Q1961364) (← links)
- And a vision appeared unto them of a great profit: evidence of self-deception among the self-employed. (Q1978328) (← links)
- A robust nonparametric approach to evaluate and explain the performance of mutual funds (Q2432870) (← links)
- The capital cost of holding inventory with stochastically mean-reverting purchase price (Q2462156) (← links)
- The Defaultable Lévy Term Structure: Ratings and Restructuring (Q4409031) (← links)
- A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)
- The Term Structure of Simple Forward Rates with Jump Risk (Q4812840) (← links)
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846) (← links)