Robust portfolio optimization with a generalized expected utility model under ambiguity.
- Published in:
- Annals of Finance, 2008, v. 4, n. 4, p. 431, doi. 10.1007/s10436-007-0082-2
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2008 AND VI 4 AND IP 4
Results: 6
1
2
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio.
- Published in:
- Annals of Finance, 2008, v. 4, n. 4, p. 399, doi. 10.1007/s10436-007-0084-0
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- Publication type:
- Article
3
Informational leverage: the problem of noise traders.
- Published in:
- Annals of Finance, 2008, v. 4, n. 4, p. 455, doi. 10.1007/s10436-007-0086-y
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- Publication type:
- Article
4
Technology driven organizational structure of the firm.
- Published in:
- Annals of Finance, 2008, v. 4, n. 4, p. 481, doi. 10.1007/s10436-007-0087-x
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- Publication type:
- Article
5
Short-term relative arbitrage in volatility-stabilized markets.
- Published in:
- Annals of Finance, 2008, v. 4, n. 4, p. 445, doi. 10.1007/s10436-007-0085-z
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- Publication type:
- Article
6
A computational study on general equilibrium pricing of derivative securities.
- Published in:
- Annals of Finance, 2008, v. 4, n. 4, p. 505, doi. 10.1007/s10436-007-0088-9
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- Publication type:
- Article