Union Catalogue of Belgian Libraries
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Pricing and hedging of derivative securities
Author:
Nielsen, Lars Tyge
ISBN: 0198776195 9780198776192
Year: 1999
Publisher: Oxford university press,
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Differentiable utility
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Monotone risk aversion
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Monotone risk aversion.
Author:
Nielsen Lars Tyge
Year: 1997
Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 1651 - Financial Economics
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Parametric characterizations of risk aversion and prudence
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Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
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Performance measures for dynamic portfolio management
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Portfolio selection with randomly time-varying first and second moments: the role of the instantaneous capital market line
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Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments.
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Performance measures for dynamic portfolio management
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