Work

Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance

Year: 2009

Type: book-chapter

Source: Handbook of numerical analysis

DOI: 10.1016/s1570-8659(08)00006-9

Authors: T. Zariphopoulou, T. Zhou

Institution: The University of Texas at Austin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W287106121

FWCI: 7.703

Cites: 13

Cited by: 19

Related to: 10