| . |
Sandow, Sven's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,388 |
Total
Citations
16 |
|
|
|
|
|
1.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
270
(54,944)
|
|
|
| |
|
| |
|
|
|
2.
|
|
|
Zhou, Jason
Standard & Poor's - Quantitative Analytics Huang, Jinggang
Standard & Poor's - Quantitative Analytics Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Cangemi, Robert
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
| Posted: |
|
27 Oct 05
|
|
Last Revised:
|
|
14 Apr 11
|
|
223
(67,606)
|
6
|
|
| |
|
| |
Private Firm, Probability of Default, Expected Utility, Statistical
|
|
|
3.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Huang, Jinggang
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
191
(79,038)
|
|
|
| |
|
| |
|
|
|
4.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
164
(91,224)
|
1
|
|
| |
|
| |
|
|
|
5.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
134
(108,949)
|
8
|
|
| |
|
| |
Learning Probabilistic Models, Expected Utility, Relative Entropy, Pareto Optimality, Robustness
|
|
|
6.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Huang, Jinggang
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
133
(109,636)
|
|
|
| |
|
| |
Generalized Entropy, Generalized Kullback-Leibler Relative Entropy, Decision Theory, Expected Utility, Horse Race, Tsallis Entropy, Statistical Learning, Probability Estimation, Risk Neutral Pricing Measure
|
|
|
7.
|
|
|
Sandow, Sven
Standard & Poor's - Quantitative Analytics Zhou, Jason
Standard & Poor's - Quantitative Analytics
|
|
107
(131,067)
|
|
|
| |
|
| |
expected utility, semi-supervised learning, partially labeled data, conditional probabilities, entropy, credit risk, machine learning
|
|
|
8.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
94
(142,374)
|
1
|
|
| |
|
| |
Utilities, Relative Eneropy, Robust, Likelyhood, Regularization
|
|
|
9.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
72
(168,202)
|
|
|
| |
|
| |
Likelihood Ratio, Drawdown Probability, Optimal Performance, Generalized Logarithmic Utility Function
|
|
|
10.
|
|
Information, Model Performance, Pricing and Trading Measures in Incomplete Markets
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Huang, Jinggang
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics Friedman, Craig A.
Standard & Poor's - Quantitative Analytics
|
|
Posted:
|
|
27 Jan 06
|
|
Last Revised:
|
|
17 Dec 10
|
|
|
|
|
|
|
|
Huang, Jinggang
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics Friedman, Craig A.
Standard & Poor's - Quantitative Analytics
|
| Posted: |
|
31 Jan 06
|
|
Last Revised:
|
|
17 Dec 10
|
|
0
|
|
|
| |
|
| |
Entropy, Incomplete Markets, Expected Utility, Pricing Measures, Model Performance Measure, Minimum Relative Entropy Principal, Statistical
|
|
|
|
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Huang, Jinggang
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
0
|
|
|
| |
|
| |
Entropy, Incomplete Markets, Expected Utility, Pricing Measures, Model Performance Measure, Minimum Relative Entropy Principal, Statistical
|
|
|
|
|
|
11.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
|
|
|
| |
|
| |
Expected utility, probabilistic models, entropy, horse race
|
|
|
12.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
|
|
|
| |
|
| |
|
|
|
13.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
| Posted: |
|
11 Jan 06
|
|
Last Revised:
|
|
17 Dec 10
|
|
|
|
|
| |
|
| |
regression models, model performance measures, relative entropy, expected utility, horse race
|
|
|
14.
|
|
|
Sandow, Sven
Standard & Poor's - Quantitative Analytics Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Gold, Mark
affiliation not provided to SSRN Chang, Peter
Standard & Poor's - Quantitative Analytics
|
| Posted: |
|
11 Jan 06
|
|
Last Revised:
|
|
14 Nov 11
|
|
|
|
|
| |
|
| |
maximum expected utility, bond default rates, entropy
|
|
|
15.
|
|
|
Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
|
|
|
| |
|
| |
Likelihood ratio, utility function, model performance, horse race, financial
|
|
|
16.
|
|
|
Chang, Peter
Standard & Poor's - Quantitative Analytics Friedman, Craig A.
Standard & Poor's - Quantitative Analytics Kelhoffer, Kevin
Standard & Poor's - Quantitative Analytics Sandow, Sven
Standard & Poor's - Quantitative Analytics
|
|
|
|
|
| |
|
| |
|
|
|
17.
|
|
|
Sandow, Sven
Standard & Poor's - Quantitative Analytics Huang, Jinggang
Standard & Poor's - Quantitative Analytics Friedman, Craig A.
Standard & Poor's - Quantitative Analytics
|
|
|
|
|
| |
|
| |
Model Performance Measure, Likelihood, Certainty Equivalent, Utility Function, Monetary Value, Risk Aversion, Default Probability
|
|
Records 1 -
17
of 17 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.500 seconds
|
