Waterloo, Ontario N2L 3C5
Waterloo, Ontario N2L 3G1
Wilfrid Laurier University - School of Business & Economics
in Total Papers Downloads
in Total Papers Citations
Madoff, split-strike conversion strategy, performance measurement
Household finance, structured products, retail investor, locally-capped contracts
Investment, portfolio choice, ambiguity, robust control
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7687.
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ambiguity, diversification, investment, portfolio choice, robust control
Law-invariant increasing preferences, Stochastic Dominance, Expected Utility, State-dependent preferences, Copulas
Stochastic Dominance, Efficiency Cost, Expected Utility Optimization, Portfolio Choice
Parisian Options, Monte Carlo, Discrete Monitoring, Control Variate, Early Exercise, Executive Stock Options, Mr. Thain.
Asian options, Tse and Mok formula, pricing
Efficient frontier, Positive weights, Compatible expected return
Closed end bond funds, leverage
CAPM, w-MPS, Risk Aversion, Infinite & Incomplete Market, Non-Gaussian Returns
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: mafi.
Borrower incentives, Mortgage default risk, Property index-linked mortgages, Risk sharing
File name: j-6975.
Systemic risk, pro-cyclical risk charge, risk capital, CoVaR, CoCTE, regime switching
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