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pro vyhledávání: '"Moris, S."'
We consider a new framework of predictable relative forward performance processes (PRFPP) to study portfolio management within a competitive environment. Each agent trades a distinct stock following a binomial distribution with probabilities for a po
Externí odkaz:
http://arxiv.org/abs/2311.04841
We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market. The key step in the construction of these processes is to solve a linear func
Externí odkaz:
http://arxiv.org/abs/2110.08900
Publikováno v:
In Journal of Catalysis July 2024 435
Autor:
Kotohiro Nomura, Raffaella Mancuso, Zhengguo Cai, Samuel Dagorne, Moris S. Eisen, Luca Gonsalvi, Martin Kotora, Bun Yeoul Lee, Shaofeng Liu, Luísa Margarida Martins, Takeshi Ohkuma, Armando Pombeiro, Fabio Ragaini, Carl Redshaw, Marc Visseaux, Zongquan Wu, Hiroto Yoshida, Masamichi Ogasawara
Publikováno v:
Catalysts, Vol 14, Iss 7, p 407 (2024)
Herein, I would like to provide an overview of this Special Issue, published in the Organic and Polymer Chemistry Section of Catalysis, comprising contributions from 18 of the journal’s Editorial Board Members [...]
Externí odkaz:
https://doaj.org/article/0a2f631ac8a94a09af0d90aff1b7be7c
Autor:
Bolaños-Méndez, Diego, Alvarez-Paguay, Jocelyne, Fernández, Lenys, Saavedra-Alulema, Pablo F., Veloz-Romero, Moris S., Espinoza-Montero, Patricio J.
Publikováno v:
In Chemosphere January 2024 346
Publikováno v:
In Chemical Engineering Journal 1 November 2023 475
Publikováno v:
In European Journal of Operational Research 16 October 2023 310(2):773-792
Publikováno v:
In Coordination Chemistry Reviews 15 October 2023 493
Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion
We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of forward pe
Externí odkaz:
http://arxiv.org/abs/1904.01745
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