Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 842101

From MaRDI portal
Publication:4862268
Jump to:navigation, search

zbMATH Open0840.90009MaRDI QIDQ4862268FDOQ4862268


Authors: Andrew T. Adams, P. M. Booth Edit this on Wikidata


Publication date: 6 February 1996



Title of this publication is not available (Why is that?)



Recommendations

  • scientific article; zbMATH DE number 1488346
  • Solutions sensitivity when modeling of investment dynamics
  • Sensitivity analysis and robust regression in investment performance evaluation
  • Theoretical and empirical estimates of mean-variance portfolio sensitivity
  • A nonparametric approach to measuring the sensitivity of an asset's return to the market
  • Portfolio performance sensitivity for various asset-pricing kernels
  • An efficient approach to quantile capital allocation and sensitivity analysis
  • scientific article; zbMATH DE number 1839779
  • scientific article; zbMATH DE number 2169231
  • Risk-sensitive investment in a finite-factor model


zbMATH Keywords

discounted cash flow valuation formula


Mathematics Subject Classification ID







This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4862268)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4862268&oldid=19215928"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 8 February 2024, at 04:00. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki