Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series
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9789812568007, 9789812773654

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MODELS OF OPTION STRATEGY

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0028 ◽

2006 ◽

pp. 547-591

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MODELS OF OPTIMAL CAPITAL ACCUMULATION AND PORTFOLIO SELECTION

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0027 ◽

2006 ◽

pp. 501-545

Keyword(s):

Portfolio Selection ◽

Capital Accumulation ◽

Optimal Capital

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TWO-PERIOD CONSUMPTION MODELS AND PORTFOLIO REVISION

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0026 ◽

2006 ◽

pp. 459-499

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RISK AVERSION OVER TIME IMPLIES STATIC RISK AVERSION

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0021 ◽

2006 ◽

pp. 389-400

Keyword(s):

Risk Aversion ◽

Static Risk ◽

Over Time

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MIND EXPANDING EXERCISES

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0012 ◽

2006 ◽

pp. 183-199

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MEASURES OF RISK AVERSION

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0009 ◽

2006 ◽

pp. 115-130

Keyword(s):

Risk Aversion ◽

Measures Of Risk

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MIND-EXPANDING EXERCISES

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0006 ◽

2006 ◽

pp. 67-78

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FRONT MATTER

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_fmatter ◽

2006 ◽

pp. i-xxxv

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BACK MATTER

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_bmatter ◽

2006 ◽

pp. 701-719

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STOCHASTIC DOMINANCE

Stochastic Optimization Models in Finance - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789812773654_0008 ◽

2006 ◽

pp. 89-113

Keyword(s):

Stochastic Dominance

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