Forward performance measurement with applications in indifference valuation

Forward performance measurement with applications in indifference valuation

<p>In this thesis, we present basic ideas and key results for forward performance measurement. Besides, we provide an explicit construction of the optimal processes of a class of time-monotone forward performance processes. Moreover, starting with a two parameter family risk tolerance function...

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Manylion Llyfryddiaeth
Prif Awduron:	Yusong, L, Yusong Li
Awduron Eraill:	Zariphopoulou, T
Fformat:	Traethawd Ymchwil
Iaith:	English
Cyhoeddwyd:	2014

Eitemau Tebyg

Pseudo linear pricing rule for utility indifference valuation
gan: Henderson, V, et al.
Cyhoeddwyd: (2014)

A Modified Structural Model for Credit Risk – Utility Indifference Valuation.
gan: Liang, G, et al.
Cyhoeddwyd: (2008)

Utility Indifference Valuation for Defaultable Corporate Bond with Credit Rating Migration
gan: Zhehao Huang, et al.
Cyhoeddwyd: (2020-11-01)

Utility indifference
gan: Armstrong, S
Cyhoeddwyd: (2010)

Extreme indifference
gan: Rocío Lorca, et al.
Cyhoeddwyd: (2022-04-01)

Indifference and Complicity
gan: Sylvia De Castro Korgi
Cyhoeddwyd: (2014-10-01)

On the cardinality of indifference classes
gan: Gerhard Herden, et al.
Cyhoeddwyd: (2004-10-01)

Rejoinder to Block on indifference
gan: Igor Wysocki
Cyhoeddwyd: (2024-12-01)

Response to Wysocki on indifference
gan: Walter Block
Cyhoeddwyd: (2022-11-01)

Indifference Price and Optimal Hedging Performance for Variance Swaps
gan: Chassenieux, T
Cyhoeddwyd: (2009)

The problem of evil and moral indifference
gan: Mawson, T
Cyhoeddwyd: (1999)

Indifference as a subversive strategy
gan: Leonhard Emmerling
Cyhoeddwyd: (2006-03-01)

Alex & I: Against Indifference
gan: Sumugan Sivanesan
Cyhoeddwyd: (2016-03-01)

Insight into zone of indifference and power distance.
gan: Chow, Shih Ling., et al.
Cyhoeddwyd: (2008)

VHF and UHF wireless channel measurement and modeling for foliage environment
gan: Meng, Yusong
Cyhoeddwyd: (2009)

Indifferent to CSR performance? Market liberalization brings about changes
gan: Hui Zhou, et al.
Cyhoeddwyd: (2023-11-01)

Time inconsistent portfolio selection and indifference pricing
gan: Li, S
Cyhoeddwyd: (2017)

Utility indifference pricing with market incompleteness
gan: Monoyios, M
Cyhoeddwyd: (2008)

Is the universe indifferent? Should we care?
gan: Kahane, G
Cyhoeddwyd: (2021)

Frances Greville’s A Prayer for Indifference
gan: Kukkonen, Karin
Cyhoeddwyd: (2018-12-01)

Riots in Matonge and… the indifference of public authority?
gan: Sarah Demart
Cyhoeddwyd: (2013-07-01)

Human Capital Flight, or the Luxury of Indifference?
gan: Rose-Marie Pușcaciu, et al.
Cyhoeddwyd: (2018-05-01)

Subtle prejudice and conformism: the intergroup indifference
gan: Stefano Passini
Cyhoeddwyd: (2017-01-01)

Subtle prejudice and conformism: the intergroup indifference
gan: Stefano Passini
Cyhoeddwyd: (2017-01-01)

The indifference towards democracy in Latin America
gan: Alejandro Monsivais-Carrillo
Cyhoeddwyd: (2020-01-01)

Response to Wysocki’s Rejoinder to Block on indifference
gan: Walter Block
Cyhoeddwyd: (2024-12-01)

Political technologies: structural and functional indifference
gan: O. N. Zabuzov
Cyhoeddwyd: (2020-07-01)

Indifference to past human rights violations in Chile
gan: Corral, H
Cyhoeddwyd: (2017)

The Contemporary World: History doesn’t Remain Indifferent
gan: S. E. Narishkin
Cyhoeddwyd: (2011-12-01)

In different states of indifference: movement, friction, and resistance
gan: Geoffrey Whitehall, et al.
Cyhoeddwyd: (2023-10-01)

Youth and Science in Italy: between enthusiasm and indifference
gan: Valente Adriana, et al.
Cyhoeddwyd: (2005-06-01)

On frame indifferent lagrangians of micropolar thermoelastic continuum
gan: Vladimir A Kovalev, et al.
Cyhoeddwyd: (2015-06-01)

Indifferent Inclusion: Aboriginal People and the Australian Nation
gan: Virginia Watson
Cyhoeddwyd: (2013-10-01)

Possibilities of acupressure diagnostics indifferent diseases of carnivores
gan: Petrović Branislav
Cyhoeddwyd: (2002-01-01)

Indifferent, affectionate, or deceitful: lifestyles and secretomes of fungi.
gan: Rohan G T Lowe, et al.
Cyhoeddwyd: (2012-01-01)

A study of zone of indifference and power distance.
gan: Ching, Bik Lai., et al.
Cyhoeddwyd: (2008)

Author´s crisis. From his death to indifference
gan: Jesica A. Ortiz
Cyhoeddwyd: (2023-03-01)

L’École des indifférents, novela lírica
gan: Enrique Sánchez Costa
Cyhoeddwyd: (2009-04-01)

Young oung Women and Feminism: Indifference or Commitment?
gan: Oralia Gómez-Ramírez, et al.
Cyhoeddwyd: (2008-05-01)

Minding the Gap – of Indifference: Approaching ‘Performance Philosophy’ with Salomo Friedlaender (1871-1946)
gan: Alice Lagaay
Cyhoeddwyd: (2015-04-01)