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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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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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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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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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Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001657399
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Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang; Friedman, Craig - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
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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
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Joint and conditional transformed t-mixture models with applications to financial and economic data
Friedman, Craig; Cao, Wenbo; Huang, Jinggang; Zhang, … - In: Journal of risk 11 (2008/09) 3, pp. 25-54
Persistent link: https://www.econbiz.de/10003844346