The following pages link to (Q5416123):
Displaying 7 items.
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Jump-diffusion asset-liability management via risk-sensitive control (Q2516637) (← links)
- Jump-diffusion risk-sensitive asset management. II: Jump-diffusion factor model (Q2840144) (← links)
- Risk-sensitive investment management (Q2929576) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)