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  • Search: subject:"Partial Distribution"
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Year of publication
Subject
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Partial Distribution 3 economic management 3 mathematical tool 3 multivariate Partial Distribution 3 Statistical distribution 2 Statistische Verteilung 2 Theorie 2 Theory 2 Finanzmathematik 1 Hedging 1 Mathematical finance 1 Mathematical programming 1 Mathematische Optimierung 1 Multivariate Partial Distribution 1 Multivariate Partial Distribution pricing assets group assets risk analysis optimal hedging 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 group assets 1 optimal hedging 1 pricing assets 1 risk analysis 1
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Online availability
All
Free 5
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 5
Author
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Dai, Feng 5 Liang, Ling 3 Liu, Hui 2 Wang, Ying 2
Institution
All
Economics and Econometrics Research Institute (EERI) 1
Published in...
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EERI Research Paper Series 3 EERI research paper series 2
Source
All
ECONIS (ZBW) 2 EconStor 2 RePEc 1
Showing 1 - 5 of 5
Cover Image
The Advance in Partial Distribution: A New Mathematical Tool for Economic Management
Dai, Feng; Liang, Ling - 2005
In this paper, the Partial Distribution (PD) and multivariate Partial Distribution (MPD) are presented in their … better in a region of low values of volatility. We shall try to elucidate that Partial Distribution is better than lognormal …
Persistent link: https://www.econbiz.de/10011496045
Saved in:
Cover Image
The Advance in Partial Distribution: A New Mathematical Tool for Economic Management
Dai, Feng; Liang, Ling - Economics and Econometrics Research Institute (EERI) - 2005
In this paper, the Partial Distribution (PD) and multivariate Partial Distribution (MPD) are presented in their … better in a region of low values of volatility. We shall try to elucidate that Partial Distribution is better than lognormal …
Persistent link: https://www.econbiz.de/10005622639
Saved in:
Cover Image
The advance in partial distribution : a new mathematical tool for economic management
Dai, Feng; Liang, Ling - 2005
In this paper, the Partial Distribution (PD) and multivariate Partial Distribution (MPD) are presented in their … better in a region of low values of volatility. We shall try to elucidate that Partial Distribution is better than lognormal …
Persistent link: https://www.econbiz.de/10011513110
Saved in:
Cover Image
Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
Dai, Feng; Liu, Hui; Wang, Ying - 2005
Based on the Partial Distribution (Feng Dai, 2001), a new model to price an asset (MPA) is given. Going a step further …, this paper puts forward the Multivariate Partial Distribution (MPD) for the first time. By use of MPD, we could gain a new …
Persistent link: https://www.econbiz.de/10011496044
Saved in:
Cover Image
Multivariate partial distribution : a new method of pricing group assets and analyzing the risk for hedging
Dai, Feng; Liu, Hui; Wang, Ying - 2005
Based on the Partial Distribution (Feng Dai, 2001), a new model to price an asset (MPA) is given. Going a step further …, this paper puts forward the Multivariate Partial Distribution (MPD) for the first time. By use of MPD, we could gain a new …
Persistent link: https://www.econbiz.de/10011513103
Saved in:
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