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- Published / Preprint: On the role of F\"ollmer-Schweizer minimal martingale measure in Risk Sensitive control Asset Management. (arXiv:1407.6649v1 [q-fin.PM])
- Blog Post: TheFinancialServicesClub: Are you a career optimist or a headless chicken?
- Blog Post: TheAlephBlog: Book Review: Panic, Prosperity, and Progress
- “Who Gon Stop Me”—Kanye West finally crushes cryptocurrency Coinye
- Banks need rock star coders to survive - The Financial Services Club's blog - MoneyScience
- Blog Post: iMFdirect: The Slow Recovery Continues
Posted: 25 Jul 2014 02:39 AM PDT Kuroda and Nagai \cite{KN} state that the factor process in the Risk Sensitive control Asset Management (RSCAM) is stable under the F\"ollmer-Schweizer minimal martingale measure . Fleming and Sheu \cite{FS} and more recently F\"ollmer and Schweizer \cite{FoS} have observed that the role of the minimal martingale measure in this portfolio optimization is yet to be established.... Visit MoneyScience for the Complete Article. |
Blog Post: TheFinancialServicesClub: Are you a career optimist or a headless chicken? Posted: 25 Jul 2014 01:20 AM PDT I just read some interesting research by the Bank Workers Charity, a charity set up over a century ago to provide education to orphans but, today, a charity that looks after the needs of redundant or sick (not cool, but ill) workers in finance.read more... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: Book Review: Panic, Prosperity, and Progress Posted: 24 Jul 2014 11:44 PM PDT |
“Who Gon Stop Me”—Kanye West finally crushes cryptocurrency Coinye Posted: 24 Jul 2014 10:52 PM PDT |
Banks need rock star coders to survive - The Financial Services Club's blog - MoneyScience Posted: 24 Jul 2014 10:52 PM PDT |
Blog Post: iMFdirect: The Slow Recovery Continues Posted: 24 Jul 2014 08:41 AM PDT |
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