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Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance
Fischmar, Daniel - In: The journal of futures markets 11 (1991) 3, pp. 259-270
Persistent link: https://www.econbiz.de/10001104848
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Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets
Benth, Fred Espen (ed.) - 2014
Persistent link: https://www.econbiz.de/10011459115
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Stock valuation for investment and corporate decisions
Biçer, Batur - 2006
Persistent link: https://www.econbiz.de/10003971735
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Quantitative Energy Finance : Modeling, Pricing, and Hedging in Energy and Commodity Markets
Benth, Fred Espen - 2014
A review of optimal investment rules in electricity generation -- A Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of...
Persistent link: https://www.econbiz.de/10014016908
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Non-Standard Errors in Portfolio Sorts
Walter, Dominik; Weber, Rüdiger; Weiss, Patrick - 2022
We study the size and drivers of non-standard errors (Menkveld et al., 2021) in portfolio sorts across 14 common methodological decision nodes and 40 sorting variables. These non-standard errors range between 0.05 and 0.26 percent and are, on average, larger than standard errors. Supposedly...
Persistent link: https://www.econbiz.de/10013404257
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Economics and the antagonism of time : time, uncertainty, and choice in economic theory
Vickers, Douglas - 1994
Persistent link: https://www.econbiz.de/10000376306
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Stochastic dominance : investment decision making under uncertainty
Levy, Haim - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003228279
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim (contributor) - 2006 - Second Edition
prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition … prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book … dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call …
Persistent link: https://www.econbiz.de/10013520424
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Macroeconomic equilibrium with portfolio : balance in open economies
Branson, William H. - 1972
Persistent link: https://www.econbiz.de/10014418626