Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451)
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scientific article; zbMATH DE number 6013039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment timing in presence of downside risk: a certainty equivalent characterization |
scientific article; zbMATH DE number 6013039 |
Statements
Investment timing in presence of downside risk: a certainty equivalent characterization (English)
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8 March 2012
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downside risk
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certainty equivalence
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exponential Lévy process
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optimal stopping
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risk adjustment
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threshold policy
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0.8809192
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0.87308955
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0.8715044
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0.8702816
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0.8640652
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0.86079264
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0.8593719
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0.8577637
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0.8574923
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