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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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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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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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Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Friedman, Craig; Zhang, Yangyong; Huang, Jinggang - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 163-193
Persistent link: https://www.econbiz.de/10008860416