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内部出版物
CNKI会议论文(1)
CNKI学位论文(200)
知网期刊论文(8)
在“
SpringerLink电子期刊
”中,
命中:
33
条,耗时:小于0.01 秒
在所有数据库中总计命中:
209
条
1.
On proportional reversed failure rate class
作者:
Paulo E. Oliveira
;
Nuria Torrado
关键词:
Ageing notions
;
Closure properties
;
Elasticity function
;
60E05
;
62P20
;
91B16
;
91B
30
刊名:Statistical Papers
出版年:2015
2.
Non-concave utility maximisation on the positive real axis in discrete time
作者:
Laurence Carassus
;
Miklós Rásonyi…
关键词:
Discrete
;
time models
;
Dynamic programming
;
Finite horizon
;
Incomplete markets
;
Non
;
concave utility
;
Optimal portfolio
;
Primary 93E20
;
91B
70
;
91B16
;
Secondary 91G10
刊名:Mathematics and Financial Economics
出版年:2015
3.
Trade-off Between Robust Risk Measurement and Market Principles
作者:
Hirbod Assa
关键词:
Risk measures
;
Pricing rules
;
Good deals
;
Robustness
;
Representative agent hedging problem
;
Minimal modification
;
91B16
;
91B
50
;
91B
70
刊名:Journal of Optimization Theory and Applications
出版年:2015
4.
How non-arbitrage, viability and numéraire portfolio are related
作者:
Tahir Choulli
;
Jun Deng
;
Junfeng Ma
关键词:
Utility maximization
;
Numéraire portfolio
;
Logarithmic utility
;
Market viability
;
Martingale densities
;
Non
;
arbitrage
;
Semimartingales
;
91G10
;
91G99
;
91B16
;
60G48
;
60G46
;
60H05
;
G10
刊名:Finance and Stochastics
出版年:2015
5.
Making decisions with multiple criteria: a case in energy sustainability planning
作者:
Warren J. Hahn
关键词:
Sustainability
;
Multi
;
criteria decision analysis
;
Multi
;
attribute utility
;
90B50 Management decision making
;
including multiple objectives
;
91B16
Utility Theory
刊名:EURO Journal on Decision Processes
出版年:2015
6.
Risk measures for processes and BSDEs
作者:
Irina Penner (1)
Anthony Réveillac (2)
关键词:
Convex risk measures for processes
;
Discounting ambiguity
;
Model ambiguity
;
Cash subadditivity
;
Decomposition of optional measures
;
BSDEs
;
60G07
;
91B
30
;
91B16
;
60H10
;
60G40
;
D81
刊名:Finance and Stochastics
出版年:2015
7.
Optimal investment and price dependence in a semi-static market
作者:
Pietro Siorpaes (1)
关键词:
Optimal investment
;
Convex duality
;
Incomplete markets
;
Price聽dependence
;
Well
;
posed problem
;
91B16
;
49N15
;
91G10
;
G11
刊名:Finance and Stochastics
出版年:2015
8.
Aided and unaided decisions with imprecise probabilities in the domain of losses
作者:
David V. Budescu (1)
Stephen B. Broomell (2)
Robert J. Lempert (3)
Klaus Keller (4)
关键词:
Ambiguity
;
Deep uncertainty
;
Decision aids
;
Imprecise probabilities
;
Maxi–min
;
Subjective expected value
;
Vague probabilities
;
91B
06
;
91B
08
;
91B16
;
91E99
刊名:EURO Journal on Decision Processes
出版年:2014
9.
The relations among the three kinds of conditional risk measures
作者:
TieXin Guo (1)
ShiEn Zhao (2)
XiaoLin Zeng (3)
关键词:
random normed module
;
countable concatenation property
;
L ?E)
;
conditional risk measure
;
L p (E)
;
conditional risk measure (1 ?p <
;
+ ?
;
L F p (E)
;
conditional risk measure (1 ?p ?+?
;
extension
;
46A22
;
46A25
;
46H25
;
91B16
;
91B
30
;
91B
70
刊名:SCIENCE CHINA Mathematics
出版年:2014
10.
FTAP in finite discrete time with transaction costs by utility maximization
作者:
J?rn Sass
;
Martin Smaga
关键词:
Proportional transaction costs
;
Arbitrage
;
Consistent price system
;
Fundamental theorem of asset pricing
;
Utility
;
91B
24
;
91B16
;
91G10
;
G11
;
G13
刊名:Finance and Stochastics
出版年:2014
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