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Price uncertainty in linear production sizuation

Suijs, Jeroen - 1999

Persistent link: https://www.econbiz.de/10001416316

Essays on monetary policy interactions with fiscal policy and financial markets

Niemann, Stefan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003652546

Stable value investments

Caswell, John R.; Tourville, Karl - In: The handbook of fixed income securities, (pp. 471-486). 2005

Persistent link: https://www.econbiz.de/10003054656

Strategic Mutual Fund Tournaments

Chen, Joseph - 2018

This paper characterizes the optimal risk-taking strategies of mutual fund managers competing in multi-period winner-take-all tournaments. With competition among mutual funds, every fund begins by taking maximum risk. In the final period, all funds continue to take maximum risk except possibly...

Persistent link: https://www.econbiz.de/10012940253

Learning Equilibrium Mean-Variance Strategy

Dai, Min; Dong, Yuchao; Jia, Yanwei - 2021

We study a dynamic mean-variance portfolio optimization problem under the reinforcement learning framework, where an entropy regularizer is introduced to induce exploration. Due to the time-inconsistency involved in a mean-variance criterion, we aim to learn an equilibrium strategy. Under an...

Persistent link: https://www.econbiz.de/10013240451

An evolutionary finance model with a risk-free asset

Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten - 2017

Evolutionary Finance focuses on questions of "survival and extinction" of investment strategies (portfolio rules) in … interaction of portfolio rules of competing market participants. A comprehensive theory of evolutionary dynamics of this kind has … the theory to a class of models with short selling and endogenous asset supply …

Persistent link: https://www.econbiz.de/10011865449