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Utility functions that lead to the likelihood ratio as a relative model performance measure
Friedman, Craig; Sandow, Sven - In: Statistical Papers 47 (2006) 2, pp. 211-225
Persistent link: https://www.econbiz.de/10008533760
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Economy-wide bond default rates: A maximum expected utility approach
Sandow, Sven; Friedman, Craig; Gold, Mark; Chang, Peter - In: Journal of Banking & Finance 30 (2006) 2, pp. 679-693
Persistent link: https://www.econbiz.de/10005194632
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Utility-based performance measures for regression models
Friedman, Craig; Sandow, Sven - In: Journal of Banking & Finance 30 (2006) 2, pp. 541-560
Persistent link: https://www.econbiz.de/10005201341
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Model performance measures for expected utility maximizing investors
Friedman, Craig; Sandow, Sven - In: International journal of theoretical and applied finance 6 (2003) 4, pp. 355-401
Persistent link: https://www.econbiz.de/10001779822
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Model performance measures for leveraged investors
Friedman, Craig; Sandow, Sven - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 541-554
Persistent link: https://www.econbiz.de/10002171463
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Utility-based performance measures for regression models
Friedman, Craig; Sandow, Sven - In: Journal of banking & finance 30 (2006) 2, pp. 541-560
Persistent link: https://www.econbiz.de/10003291320
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Economy-wide bond default rates: A maximum expected utility approach
Sandow, Sven; Friedman, Craig; Gold, Mark A.; Chang, Peter - In: Journal of banking & finance 30 (2006) 2, pp. 679-693
Persistent link: https://www.econbiz.de/10003291352
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Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang; Sandow, Sven; Friedman, Craig - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
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How much is a model upgrade worth?
Sandow, Sven; Huang, Jinggang; Friedman, Craig - In: Journal of risk 10 (2007/08) 1, pp. 3-40
Persistent link: https://www.econbiz.de/10003502678
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Recovery rates: Ultimate recoveries - Measuring recovery using the ultimate rate observed at emergence from bankruptcy may be conceptually desirable, but modelling it is difficult....
Friedman, Craig; Sandow, Sven - In: Risk : managing risk in the world's financial markets 16 (2003) 8, pp. 69-73
Persistent link: https://www.econbiz.de/10007030919