Expected utility without utility a model of portfolio selection

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Operations research models in quantitative finance
1. Verfasser:	Castagnoli, Erio (VerfasserIn)
Weitere Verfasser:	Li Calzi, Marco (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1994
Schlagworte:	Portfolio-Management > Risiko > Nutzen > Erwartungsbildung > Theorie > Aufsatz im Buch
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Stock returns : an analysis of the Italian market with GARCH models	1994	Basso, Antonella
Mean reversion at the Dutch stock exchange?	1994	Groenendijk, Aart A.
Shortfall-risk for multiperiod investment returns	1994	Tibiletti, Luisa
Financial regulation and multi-tier financial intermediation systems	1994	Szegö, Giorgio P.
Immunization strategies in linear models	1994	Beccacece, Francesca
Low fat modeling and reinsurance induced solvency	1994	Eije, Johan H. von
Embedded option pricing on interest-rate sensitive securities in the Italian market	1994	Giacometti, Rosella
Some alternatives and numerical results in binomial put option pricing	1994	Bertocchi, Marida
Multi-stage financial planning systems	1994	Mulvey, John M.
A modern approach to performance measurement for insurers	1994	Babbel, David F.
Stochastic programming models for portfolio optimization with mortgage backed securities : comprehensive research guide	1994	MacKendall, Raymond A.
Theoretical and empirical aspects of the relation between interest rates and common stock returns	1994	Hallerbach, Winfried G.
Expected utility without utility : a model of portfolio selection	1994	Castagnoli, Erio