1
-
2
of
2
results (0.5 seconds)
Sort By:
-
On Expert Use in Portfolio Management
manager 1 < i < n, so that y~.wl = 1 by definition. Care should be i= l exerted to distinguish wi from ... Investment S t ra tegy Suppose that an investor had direct access to the experts' private signals Y,, = Yi ...- Authors: Michel Gendron, Christian Genest
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments
-
Dynamic Spanning of Contingent Claims
arbitrage-free pricing of contingent claims places its primary emphasis on methods of computing the prices of ... state space, the Poisson model admits a more direct analysis than is possible for the Wiener process ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments