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- Published / Preprint: Optimal consumption and sale strategies for a risk averse agent. (arXiv:1409.3394v1 [q-fin.MF])
- R.B.S. and Lloyds Bank Say They'll Move if Scotland Votes for Independence
- Blog Post: TheFinancialServicesClub: Infographic: 2014 - the year of encryption
| Posted: 11 Sep 2014 05:37 PM PDT In this article we consider a special case of an optimal consumption/optimal portfolio problem first studied by Constantinides and Magill and by Davis and Norman, in which an agent with constant relative risk aversion seeks to maximise expected discounted utility of consumption over the infinite horizon, in a model comprising a risk-free asset and a risky asset with proportional transaction... Visit MoneyScience for the Complete Article.      |
| R.B.S. and Lloyds Bank Say They'll Move if Scotland Votes for Independence Posted: 11 Sep 2014 09:26 AM PDT R.B.S. and Lloyds Bank Say They'll Move if Scotland Votes for Independence http://t.co/Uv3P6EpLP7 — Risk Management (@Risk_Mgmt) September 11, 2014 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Infographic: 2014 - the year of encryption Posted: 11 Sep 2014 09:10 AM PDT Just got an email from egress talking about people's attitudes to security. Purely because it's interesting and I've got a lot on the table today, I though it worth sharing with y'all. Hope you like it.read more... Visit MoneyScience for the Complete Article.    |
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