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...
| 主要な著者: | , |
|---|---|
| その他の著者: | |
| フォーマット: | 学位論文 |
| 言語: | English |
| 出版事項: |
2014
|