Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Investment timing in presence of downside risk: a certainty equivalent characterization |
scientific article; zbMATH DE number 6013039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Investment timing in presence of downside risk: a certainty equivalent characterization |
scientific article; zbMATH DE number 6013039 |
Statements
Investment timing in presence of downside risk: a certainty equivalent characterization (English)
0 references
8 March 2012
0 references
downside risk
0 references
certainty equivalence
0 references
exponential Lévy process
0 references
optimal stopping
0 references
risk adjustment
0 references
threshold policy
0 references
0.8809192
0 references
0.87308955
0 references
0.8715044
0 references
0.8702816
0 references
0.8640652
0 references
0.86079264
0 references
0.8593719
0 references
0.8577637
0 references
0.8574923
0 references
