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Gaussian and logistic adaptations of smoothed safety first
Haley, M. Ryan - In: Annals of finance 10 (2014) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10010350826
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A moment-free nonparametric quantity-of-quality approach to optimal portfolio selection : a role for endogenous shortfall and windfall boundaries?
Haley, M. Ryan - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1678-1687
Persistent link: https://www.econbiz.de/10012229222
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A nonparametric quantity-of-quality approach to assessing financial asset return performance
Haley, M. Ryan - In: Annals of finance 14 (2018) 3, pp. 343-351
Persistent link: https://www.econbiz.de/10012019353
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Alternative tilts for nonparametric option pricing
Haley, M. Ryan; Walker, Todd B. - In: The journal of futures markets 30 (2010) 10, pp. 983-1006
Persistent link: https://www.econbiz.de/10008900930