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  • Search: subject:"randomization method"
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Year of publication
Subject
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Erwartungsnutzen 1 Expected utility 1 Nutzen 1 Nutzenfunktion 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Stochastic process 1 Stochastischer Prozess 1 Transaction costs 1 Transaktionskosten 1 Utility 1 Utility function 1 convex duality 1 data swapping 1 disclosure risk 1 identification risk 1 log linear model 1 measurement error 1 model uncertainty 1 post randomization method 1 randomization method 1 transaction costs 1 utility indifference pricing 1 utility maximization 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Deng, Shuoqing 1 Shlomo, Natalie 1 Skinner, Chris J. 1 Tan, Xiaolu 1 Yu, Xiang 1
Institution
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London School of Economics (LSE) 1
Published in...
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LSE Research Online Documents on Economics 1 Mathematics of operations research 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang - In: Mathematics of operations research 45 (2020) 4, pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
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Cover Image
Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata
Shlomo, Natalie; Skinner, Chris J. - London School of Economics (LSE) - 2010
two perturbation techniques: data swapping (random and targeted) and the post randomization method. Some simplifying …
Persistent link: https://www.econbiz.de/10010746539
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