边缘 发表于 2025-3-23 11:14:31

http://reply.papertrans.cn/67/6692/669110/669110_11.png

Entropion 发表于 2025-3-23 16:13:01

velopments arising from the combination of mathematics, numeGERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD‘s activities achieved suffic

直言不讳 发表于 2025-3-23 20:48:40

http://reply.papertrans.cn/67/6692/669110/669110_13.png

Hearten 发表于 2025-3-23 22:47:00

http://reply.papertrans.cn/67/6692/669110/669110_14.png

无所不知 发表于 2025-3-24 06:13:10

Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk,sses resulting from expropriation. It is shown that the firm‘s cost of expropriation risk depends on how the host government perceives the cost it will incur in the expropriation. Incomplete information brings out the give and take between government and firm found in the game theoretic models.

Spirometry 发表于 2025-3-24 07:18:14

Corporate Debt Valuation: The Structural Approach,-based state variables, interest rate risk, strategic debt service, and more advanced default rules. Finally, I assess the empirical performance of structural models in light of the latest tests available.

Plaque 发表于 2025-3-24 13:44:47

A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation,unconditional performance of Canadian fixed-income mutual funds over the period 1985 – 2000 weakly improves with conditioning. The unconditional-based superior performance of larger over smaller funds that weakens with limited conditioning is somewhat alleviated with an expansion of the conditioning set.

思乡病 发表于 2025-3-24 14:59:58

http://reply.papertrans.cn/67/6692/669110/669110_18.png

裙带关系 发表于 2025-3-24 22:55:12

Continuous Min-Max Approach for Single Period Portfolio Selection Problem,nalysis. This evaluates the portfolio corresponding to the best performance, simultaneously with the worst-case. Therefore, the resulting strategy is robust in that it has the best lower bound performance which can only improve if any scenario, other than the worst-case, is realized.

APEX 发表于 2025-3-25 01:33:46

Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty,ynamical feedback providing an adjustment law regulating the evolution of the portfolios obeying viability constraints until it achieves the given objective in finite time. We shall show that the Pujal—Saint-Pierre viability/capturability algorithm applied to this specific case provides both the valuation function and the associated portfolios.
页: 1 [2] 3 4 5 6
查看完整版本: Titlebook: Numerical Methods in Finance; Michèle Breton,Hatem Ben-Ameur Book 2005 Springer-Verlag US 2005 asset.ben-ameur.linear optimization.optimis