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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Yusong, L, Yusong Li
अन्य लेखक:	Zariphopoulou, T
स्वरूप:	थीसिस
भाषा:	English
प्रकाशित:	2014

समान संसाधन

Pseudo linear pricing rule for utility indifference valuation
द्वारा: Henderson, V, और अन्य
प्रकाशित: (2014)

A Modified Structural Model for Credit Risk – Utility Indifference Valuation.
द्वारा: Liang, G, और अन्य
प्रकाशित: (2008)

Utility Indifference Valuation for Defaultable Corporate Bond with Credit Rating Migration
द्वारा: Zhehao Huang, और अन्य
प्रकाशित: (2020-11-01)

Utility indifference
द्वारा: Armstrong, S
प्रकाशित: (2010)

Extreme indifference
द्वारा: Rocío Lorca, और अन्य
प्रकाशित: (2022-04-01)

Indifference and Complicity
द्वारा: Sylvia De Castro Korgi
प्रकाशित: (2014-10-01)

On the cardinality of indifference classes
द्वारा: Gerhard Herden, और अन्य
प्रकाशित: (2004-10-01)

Rejoinder to Block on indifference
द्वारा: Igor Wysocki
प्रकाशित: (2024-12-01)

Response to Wysocki on indifference
द्वारा: Walter Block
प्रकाशित: (2022-11-01)

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

The problem of evil and moral indifference
द्वारा: Mawson, T
प्रकाशित: (1999)

Indifference as a subversive strategy
द्वारा: Leonhard Emmerling
प्रकाशित: (2006-03-01)

Alex & I: Against Indifference
द्वारा: Sumugan Sivanesan
प्रकाशित: (2016-03-01)

Insight into zone of indifference and power distance.
द्वारा: Chow, Shih Ling., और अन्य
प्रकाशित: (2008)

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

Indifferent to CSR performance? Market liberalization brings about changes
द्वारा: Hui Zhou, और अन्य
प्रकाशित: (2023-11-01)

Time inconsistent portfolio selection and indifference pricing
द्वारा: Li, S
प्रकाशित: (2017)

Utility indifference pricing with market incompleteness
द्वारा: Monoyios, M
प्रकाशित: (2008)

Is the universe indifferent? Should we care?
द्वारा: Kahane, G
प्रकाशित: (2021)

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

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

Human Capital Flight, or the Luxury of Indifference?
द्वारा: Rose-Marie Pușcaciu, और अन्य
प्रकाशित: (2018-05-01)

Subtle prejudice and conformism: the intergroup indifference
द्वारा: Stefano Passini
प्रकाशित: (2017-01-01)

Subtle prejudice and conformism: the intergroup indifference
द्वारा: Stefano Passini
प्रकाशित: (2017-01-01)

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

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

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

Indifference to past human rights violations in Chile
द्वारा: Corral, H
प्रकाशित: (2017)

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

In different states of indifference: movement, friction, and resistance
द्वारा: Geoffrey Whitehall, और अन्य
प्रकाशित: (2023-10-01)

Youth and Science in Italy: between enthusiasm and indifference
द्वारा: Valente Adriana, और अन्य
प्रकाशित: (2005-06-01)

On frame indifferent lagrangians of micropolar thermoelastic continuum
द्वारा: Vladimir A Kovalev, और अन्य
प्रकाशित: (2015-06-01)

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

Possibilities of acupressure diagnostics indifferent diseases of carnivores
द्वारा: Petrović Branislav
प्रकाशित: (2002-01-01)

Indifferent, affectionate, or deceitful: lifestyles and secretomes of fungi.
द्वारा: Rohan G T Lowe, और अन्य
प्रकाशित: (2012-01-01)

A study of zone of indifference and power distance.
द्वारा: Ching, Bik Lai., और अन्य
प्रकाशित: (2008)

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

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

Young oung Women and Feminism: Indifference or Commitment?
द्वारा: Oralia Gómez-Ramírez, और अन्य
प्रकाशित: (2008-05-01)

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