Pages that link to "Item:Q4421491"

The following pages link to Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets * (Q4421491):

Displaying 28 items.

• Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
• Hedging, Pareto optimality, and good deals (Q364733) (← links)
• Trade-off between robust risk measurement and market principles (Q493244) (← links)
• On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
• Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
• Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
• Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
• A general framework for the derivation of asset price bounds: An application to stochastic volatility option models (Q1039658) (← links)
• Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
• Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
• Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
• Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
• Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
• Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
• Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
• Convex risk measures for good deal bounds (Q2875725) (← links)
• Good-Deal Bounds in a Regime-Switching Diffusion Market (Q2889602) (← links)
• PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
• HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
• (Q4486942) (← links)
• THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (Q4551761) (← links)
• OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
• OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
• INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
• Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
• Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)