Investment timing in presence of downside risk: a certainty equivalent characterization
| Year of publication: |
2010
|
|---|---|
| Authors: | Alvarez, Luis ; Rakkolainen, Teppo |
| Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 3, p. 317-333
|
| Publisher: |
Springer |
| Subject: | Downside risk | Certainty equivalence | Exponential Lévy process | Optimal stopping | Risk adjustment | Threshold policy |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596723