Disparity, Shortfall, and Twice-Endogenous HARA Utility
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- Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," MPRA Paper 17139, University Library of Munich, Germany.
References listed on IDEAS
- Bawa, Vijay S, 1976. "Admissible Portfolios for All Individuals," Journal of Finance, American Finance Association, vol. 31(4), pages 1169-1183, September.
- Basu, Ayanendranath & Park, Chanseok & Lindsay, Bruce G. & Li, Haihong, 2004. "Some variants of minimum disparity estimation," Computational Statistics & Data Analysis, Elsevier, vol. 45(4), pages 741-763, May.
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- M. Ryan Haley & Todd B. Walker, 2010.
"Alternative tilts for nonparametric option pricing,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 30(10), pages 983-1006, October.
- Walker, Todd B & Haley, M. Ryan, 2009. "Alternative Tilts for Nonparametric Option Pricing," MPRA Paper 17140, University Library of Munich, Germany.
More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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