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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Yusong, L, Yusong Li
Rannpháirtithe:	Zariphopoulou, T
Formáid:	Tráchtas
Teanga:	English
Foilsithe / Cruthaithe:	2014

Míreanna comhchosúla

Pseudo linear pricing rule for utility indifference valuation
de réir: Henderson, V, et al.
Foilsithe / Cruthaithe: (2014)

A Modified Structural Model for Credit Risk – Utility Indifference Valuation.
de réir: Liang, G, et al.
Foilsithe / Cruthaithe: (2008)

Utility Indifference Valuation for Defaultable Corporate Bond with Credit Rating Migration
de réir: Zhehao Huang, et al.
Foilsithe / Cruthaithe: (2020-11-01)

Utility indifference
de réir: Armstrong, S
Foilsithe / Cruthaithe: (2010)

Extreme indifference
de réir: Rocío Lorca, et al.
Foilsithe / Cruthaithe: (2022-04-01)

Indifference and Complicity
de réir: Sylvia De Castro Korgi
Foilsithe / Cruthaithe: (2014-10-01)

On the cardinality of indifference classes
de réir: Gerhard Herden, et al.
Foilsithe / Cruthaithe: (2004-10-01)

Rejoinder to Block on indifference
de réir: Igor Wysocki
Foilsithe / Cruthaithe: (2024-12-01)

Response to Wysocki on indifference
de réir: Walter Block
Foilsithe / Cruthaithe: (2022-11-01)

Indifference Price and Optimal Hedging Performance for Variance Swaps
de réir: Chassenieux, T
Foilsithe / Cruthaithe: (2009)

The problem of evil and moral indifference
de réir: Mawson, T
Foilsithe / Cruthaithe: (1999)

Indifference as a subversive strategy
de réir: Leonhard Emmerling
Foilsithe / Cruthaithe: (2006-03-01)

Alex & I: Against Indifference
de réir: Sumugan Sivanesan
Foilsithe / Cruthaithe: (2016-03-01)

Insight into zone of indifference and power distance.
de réir: Chow, Shih Ling., et al.
Foilsithe / Cruthaithe: (2008)

VHF and UHF wireless channel measurement and modeling for foliage environment
de réir: Meng, Yusong
Foilsithe / Cruthaithe: (2009)

Indifferent to CSR performance? Market liberalization brings about changes
de réir: Hui Zhou, et al.
Foilsithe / Cruthaithe: (2023-11-01)

Time inconsistent portfolio selection and indifference pricing
de réir: Li, S
Foilsithe / Cruthaithe: (2017)

Utility indifference pricing with market incompleteness
de réir: Monoyios, M
Foilsithe / Cruthaithe: (2008)

Is the universe indifferent? Should we care?
de réir: Kahane, G
Foilsithe / Cruthaithe: (2021)

Frances Greville’s A Prayer for Indifference
de réir: Kukkonen, Karin
Foilsithe / Cruthaithe: (2018-12-01)

Riots in Matonge and… the indifference of public authority?
de réir: Sarah Demart
Foilsithe / Cruthaithe: (2013-07-01)

Human Capital Flight, or the Luxury of Indifference?
de réir: Rose-Marie Pușcaciu, et al.
Foilsithe / Cruthaithe: (2018-05-01)

Subtle prejudice and conformism: the intergroup indifference
de réir: Stefano Passini
Foilsithe / Cruthaithe: (2017-01-01)

Subtle prejudice and conformism: the intergroup indifference
de réir: Stefano Passini
Foilsithe / Cruthaithe: (2017-01-01)

The indifference towards democracy in Latin America
de réir: Alejandro Monsivais-Carrillo
Foilsithe / Cruthaithe: (2020-01-01)

Response to Wysocki’s Rejoinder to Block on indifference
de réir: Walter Block
Foilsithe / Cruthaithe: (2024-12-01)

Political technologies: structural and functional indifference
de réir: O. N. Zabuzov
Foilsithe / Cruthaithe: (2020-07-01)

Indifference to past human rights violations in Chile
de réir: Corral, H
Foilsithe / Cruthaithe: (2017)

The Contemporary World: History doesn’t Remain Indifferent
de réir: S. E. Narishkin
Foilsithe / Cruthaithe: (2011-12-01)

In different states of indifference: movement, friction, and resistance
de réir: Geoffrey Whitehall, et al.
Foilsithe / Cruthaithe: (2023-10-01)

Youth and Science in Italy: between enthusiasm and indifference
de réir: Valente Adriana, et al.
Foilsithe / Cruthaithe: (2005-06-01)

On frame indifferent lagrangians of micropolar thermoelastic continuum
de réir: Vladimir A Kovalev, et al.
Foilsithe / Cruthaithe: (2015-06-01)

Indifferent Inclusion: Aboriginal People and the Australian Nation
de réir: Virginia Watson
Foilsithe / Cruthaithe: (2013-10-01)

Possibilities of acupressure diagnostics indifferent diseases of carnivores
de réir: Petrović Branislav
Foilsithe / Cruthaithe: (2002-01-01)

Indifferent, affectionate, or deceitful: lifestyles and secretomes of fungi.
de réir: Rohan G T Lowe, et al.
Foilsithe / Cruthaithe: (2012-01-01)

A study of zone of indifference and power distance.
de réir: Ching, Bik Lai., et al.
Foilsithe / Cruthaithe: (2008)

Author´s crisis. From his death to indifference
de réir: Jesica A. Ortiz
Foilsithe / Cruthaithe: (2023-03-01)

L’École des indifférents, novela lírica
de réir: Enrique Sánchez Costa
Foilsithe / Cruthaithe: (2009-04-01)

Young oung Women and Feminism: Indifference or Commitment?
de réir: Oralia Gómez-Ramírez, et al.
Foilsithe / Cruthaithe: (2008-05-01)

Minding the Gap – of Indifference: Approaching ‘Performance Philosophy’ with Salomo Friedlaender (1871-1946)
de réir: Alice Lagaay
Foilsithe / Cruthaithe: (2015-04-01)