Pages that link to "Item:Q1274217"
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The following pages link to Products of trees for investment analysis (Q1274217):
Displayed 50 items.
- Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands (Q378784) (← links)
- Non-linear mixed logit (Q453643) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets (Q532532) (← links)
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Portfolio management without probabilities or statistics (Q666453) (← links)
- Zero-level pricing method with transaction cost (Q691472) (← links)
- A network-based data mining approach to portfolio selection via weighted clique relaxations (Q744697) (← links)
- Decision analysis and real options: a discrete time approach to real option valuation (Q816347) (← links)
- Utility functions that lead to the likelihood ratio as a relative model performance measure (Q864911) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
- Arbitrage in stationary markets (Q1022419) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- An appreciation of Professor David G. Luenberger (Q1586791) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Nash competitive equilibria and two-period fund separation (Q1877824) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Extreme events, discounting and stochastic optimization (Q1958615) (← links)
- Economic Darwinism: Who has the best probabilities? (Q2370084) (← links)
- The value of a probability forecast from portfolio theory (Q2425828) (← links)
- Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- Pricing dynamic binary variables and their derivatives (Q2873018) (← links)
- A concave optimization-based approach for sparse portfolio selection (Q2905343) (← links)
- HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- The Action Gambler and Equal-Sized Wagering (Q3621146) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- Value management (Q4646775) (← links)
- The perception of time, risk and return during periods of speculation (Q4646790) (← links)
- MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS (Q4653036) (← links)
- CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS (Q4653567) (← links)
- Kelly Criterion: From a Simple Random Walk to Lévy Processes (Q4987720) (← links)
- Online portfolio selection (Q5176170) (← links)
- A new financial risk ratio (Q5220902) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)
- Computing optimal rebalance frequency for log-optimal portfolios (Q5245907) (← links)
- STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276) (← links)
- Using Utility Functions to Model Risky Bonds (Q5310698) (← links)
- Modelling and Prediction of Financial Time Series (Q5419653) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)
- MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS (Q5696858) (← links)
- PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)