Pages that link to "Item:Q5696858"
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The following pages link to MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS (Q5696858):
Displaying 9 items.
- Aspects concerning entropy and utility (Q430153) (← links)
- Utility functions that lead to the likelihood ratio as a relative model performance measure (Q864911) (← links)
- Modeling default risk with support vector machines (Q2994860) (← links)
- REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (Q3022103) (← links)
- Parametric R-norm directed-divergence convex function (Q3186067) (← links)
- Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance (Q3631188) (← links)
- MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS (Q4653036) (← links)
- (Q5291042) (← links)
- INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)