A Comparison Between Goal Reaching and Yaari's Models

A Comparison Between Goal Reaching and Yaari's Models

In this project we build on the work done by He and Zhou in their paper Portfolio Choice via Quantiles[3]. We first explain in brief their portfolio choice model for the complete markets and the solution to the Goal Reaching problem and Yaari's model. We study the effect of Sharpe ratio on the...

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Bibliografiske detaljer
Hovedforfatter:	Gandhi, C
Format:	Thesis
Udgivet:	Mathematical Institute;University of Oxford 2009

Lignende værker

Optimal Effort on Self-Insurance-Cum-Protection: A New Analysis Using Yaari’s Dual Theory
af: Wing Yan Lee, et al.
Udgivet: (2021-11-01)

REACHING YOUR GOALS /
af: Davidson, Jeff, author 241723
Udgivet: (1998)

Nursing Research and Education: Goals Reached
af: María de los Ángeles Rodríguez Gázquez
Udgivet: (2016-10-01)

THE IMPORTANCE OF THE POSITIVE MOOD IN REACHING THE GOALS
af: USM ADMIN
Udgivet: (2010-03-01)

Reaching Millennium Development Goal 4
af: Malcolm Molyneux, et al.
Udgivet: (2016-03-01)

Reaching millennium development goal 4 - The Gambia
af: Jasseh, M, et al.
Udgivet: (2011)

Reaching millennium development goal 4 - the Gambia.
af: Jasseh, M, et al.
Udgivet: (2011)

Reaching millennium development goal 4-the Gambia
af: Jasseh, M, et al.
Udgivet: (2011)

Personnel management : reaching organizational and human goals /
af: 331407 Yaney, Joseph P.
Udgivet: (1975)

Exploring the Crowdfunding Revolution: Reaching the Right Goal
af: Georgiana-Loredana Schipor (Frecea)
Udgivet: (2020-01-01)

PSPACE-completeness of Pulling Blocks to Reach a Goal
af: Ani, Joshua, et al.
Udgivet: (2022)

Control of goal-directed movements within (or beyond) reach?
af: Sternad, Dagmar, et al.
Udgivet: (2021)

Control of goal-directed movements within (or beyond) reach?
af: Sternad, Dagmar, et al.
Udgivet: (2021)

ORGANIZATIONAL CHANGE AT UNIVERSITY FOR REACHING THE STRATEGIC DEVELOPMENT GOAL
af: Alexander O. Grudzinskiy, et al.
Udgivet: (2016-12-01)

Motor imagery training of goal-directed reaching in relation to imagery of reaching and grasping in healthy people
af: Joanna Mencel, et al.
Udgivet: (2022-11-01)

Delay-Predictability Trade-offs in Reaching a Secret Goal
af: Tsitsiklis, John N, et al.
Udgivet: (2021)

WAKING UP TO INTERNATIONALIZATION IN THE BRAZILIAN UNIVERSITIES: A GOAL TO BE REACHED
af: Leila Maria Mansano Sarquis
Udgivet: (2016-03-01)

Supply chain as strategic asset : the key to reaching business goals /
af: 426894 Sehgal, Vivek
Udgivet: (2011)

New Guides on HIV Help to Reach Europe's Ambitious goal
af: Editorial Article
Udgivet: (2015-12-01)

Prediction of Reach Goals in Depth and Direction from the Parietal Cortex
af: Matteo Filippini, et al.
Udgivet: (2018-04-01)

Features of Social Networking in Reaching Professional Goals of University Educators
af: Bordovskaia N.V.,, et al.
Udgivet: (2017-02-01)

High rate of native arteriovenous fistulas: How to reach this goal?
af: Jemcov Tamara, et al.
Udgivet: (2015-01-01)

Maximizing the goal-reaching probability before drawdown with borrowing constraint
af: Yu Yuan, et al.
Udgivet: (2021-06-01)

Reaching the zero by 30 dog-mediated human rabies goal
af: Andrea Britton
Udgivet: (2020-01-01)

Stochasticity in microbiology: managing unpredictability to reach the Sustainable Development Goals
af: Jo De Vrieze, et al.
Udgivet: (2020-07-01)

Studying environmental pollutants and bioavailability for reaching sustainable development goals
af: Jingfu Liu
Udgivet: (2020-01-01)

A new journey to reach community as one family with one goal
af: Vikas Bhatia
Udgivet: (2015-01-01)

A crucial role for surgery in reaching the UN millennium development goals.
af: PLoS Medicine Editors
Udgivet: (2008-08-01)

The effect of externally set goals on reaching integrative agreements in competitive markets
af: Neale, Margaret A., et al.
Udgivet: (2009)

Visual impairment, paralysis do not stop 2 from reaching goals
af: New Straits Times
Udgivet: (2022)

Medical students’ dietary habits: Motivations and barriers to reaching health goals
af: Allison O. Dumitriu Carcoana, et al.
Udgivet: (2024-05-01)

Health-related Millennium Development Goals out of reach for many countries

Reaching for Sustainable Development Goal 12.3 in Aotearoa’s Tertiary Institutes
af: Briar Mills, et al.
Udgivet: (2023-03-01)

Effect of Formation Size on Flocking Formation Performance for the Goal Reach Problem
af: Sarab AlMuhaideb, et al.
Udgivet: (2022-04-01)

6 voices in 10 minutes: Education: the keys to reach therapeutic goals
af: Gabriel Gagliardino
Udgivet: (2020-11-01)

Fast-track hip and knee arthroplasty – have we reached the goal?
af: Thomas W Wainwright, et al.
Udgivet: (2019-01-01)

Early Goal Directed Therapy: Do We Reach the End of Road?
af: Ata Mahmoodpoor, et al.
Udgivet: (2016-04-01)

A World Worth Living—Can Artificial Intelligence Help to Reach the Goal?
af: Hans-Jörg Kreowski
Udgivet: (2022-04-01)

Value-based subgoal discovery and path planning for reaching long-horizon goals
af: Pateria, Shubham, et al.
Udgivet: (2023)

On the Impact of Gravity Compensation on Reinforcement Learning in Goal-Reaching Tasks for Robotic Manipulators
af: Jonathan Fugal, et al.
Udgivet: (2021-03-01)