Matt Davison
- Choquet expectation and Peng’s g-expectation
2005/05/01 by Zengjing Chen, Tao Chen, Matt Davison · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #msc:60G48 #msc:60H10
- Derivatives-based portfolio decisions. An expected utility insight
2022/01/11 by Marcos Escobar‐Anel, Escobar-Anel, Marcos, Matt Davison +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization