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Mathematical finance / Finance / Utility / Financial risk / Asset allocation / Rebalancing investments / Volatility / Hyperbolic absolute risk aversion / Diversification / Financial economics / Investment / Economics


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City

Lausanne / Ljubljana / /

Company

Fleming / Xing / /

Country

Switzerland / United States / United Kingdom / /

Currency

USD / GBP / /

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Event

Person Communication and Meetings / /

Facility

University of Lausanne / Swiss Finance Institute / /

IndustryTerm

simulation tool / closed-form solutions / closed-form solution / /

Organization

Swiss Finance Institute / Faculty of Business and Economics / University of Lausanne / European Finance Association / Swiss National Science Foundation / /

Person

Nour Meddahi / Eric Jondeaua / Peter Bossaerts / Eric Jacquier / Michael Rockingerb / Darrell Duffie / Tim Bollerslev / Graham / Raman Uppal / Harvey / Bernard Dumas / /

Position

average return mp / mp / rt / Corresponding author / /

Product

Pentax K-x Digital Camera / /

Technology

simulation / /

SocialTag