The following pages link to On dynamic investment strategies (Q1583162):
Displaying 15 items.
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Capital growth with security (Q951507) (← links)
- Capital accumulation in a stochastic decentralized economy (Q1169391) (← links)
- Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations (Q2259125) (← links)
- Reactive investment strategies (Q2276266) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- Tail-risk protection trading strategies (Q4555105) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
- On a dynamic adaptation of The Distribution Builder approach to investment decisions (Q5245346) (← links)
- UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (Q5420698) (← links)
