Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Dynamic asset allocation with loss aversion in a jump-diffusion model - MaRDI portal

Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Dynamic asset allocation with loss aversion in a jump-diffusion model
scientific article

    Statements

    title
    Dynamic asset allocation with loss aversion in a jump-diffusion model (English)
    0 references
    author
    Hui Mi
    0 references
    Xiuchun Bi
    0 references
    Shuguang Zhang
    0 references
    publication date
    22 July 2015
    0 references
    zbMATH DE Number
    6462155
    0 references
    zbMATH Keywords
    jump-diffusion process
    0 references
    loss aversion
    0 references
    asset allocation
    0 references
    martingale
    0 references
    OpenAlex ID
    W1085524903
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2355373&oldid=36191982"
    Powered by MediaWiki