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...
| المؤلفون الرئيسيون: | , |
|---|---|
| مؤلفون آخرون: | |
| التنسيق: | أطروحة |
| اللغة: | English |
| منشور في: |
2014
|