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Learning and portfolio decisions for CRRA investors
Longo, Michele; Mainini, Alessandra - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
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Learning short-option valuation in the presence of rare events
Raberto, M. (contributor) - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 563-564
Persistent link: https://www.econbiz.de/10001524410
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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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Learning, competition and cooperation in simple games
Cara, M. Ángeles R. de; Pla, Óscar; Guinea, Francisco - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 463-464
Persistent link: https://www.econbiz.de/10001522962
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Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.; Yannacopoulos, Athanasios N. - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
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Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos; Skiadopoulos, George - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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A common market measure for libor and pricing caps, floors and swaps in a field theory of forward interest rates
Baaquie, Belal E. - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
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Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
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The proper use of risk measures in portfolio theory
Ortobelli, Sergio; Račev, Svetlozar T.; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039