Optimal risk sharing under distorted probabilities

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mathematics and financial economics
1. Verfasser: Ludkovski, Michael (VerfasserIn)
Weitere Verfasser: Young, Virginia R. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Fractional risk process in insurance 2020 Kumar, Arun
Game theoretic valuation of deposit insurance under jump risk : from too small to survive to too big to fail 2020 Wong, Tat Wing
Many-player games of optimal consumption and investment under relative performance criteria 2020 Lacker, Daniel
No arbitrage in continuous financial markets 2020 Criens, David
Properly discounted asset prices are semimartingales 2020 Bálint, Dániel
Capital allocation rules and acceptance sets 2020 Canna, Gabriele
The learning premium 2020 Bichuch, Maxim
On the probability of default in a market with price clustering and jump risk 2020 Song, Shiyu
On the firm's option values of short-time work policies 2020 Huisman, Kuno J. M.
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration 2020 Backhoff-Veraguas, Julio
Consumption and portfolio decisions with uncertain lifetimes 2020 Chen, Shou
Asset pricing in a pure exchange economy with heterogeneous investors 2020 Ruan, Xinfeng
Mean-variance efficiency of optimal power and logarithmic utility portfolios 2020 Bodnar, Taras
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility 2020 Yan, Tingjin
A regime switching model for temperature modeling and applications to weather derivatives pricing 2020 Türkvatan, Aysun
Managing inventory with proportional transaction costs 2020 Gallien, Florent
Dual representations for systemic risk measures 2020 Ararat, Çağın
Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets 2020 Belkov, Sergei
Von Neumann-Gale dynamics and capital growth in financial markets with frictions 2020 Babaei, Esmaeil
Short maturity conditional Asian options in local volatility models 2020 Yao, Nian
Alle Artikel auflisten