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Filtering by: Keyword Industrial Engineering and Management Sciences

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Operations Research Techniques in Data Limited Environments: Applications in Public Services

Keyword:

Industrial Engineering and Management Sciences

Subject:

Industrial Engineering and Management Sciences

Creator:

Kezban Yagci Sokat

Owner:

Scholarly Digital Publishing

Date Uploaded:

01/25/2019

Date Modified:

01/25/2019

Date Created:

2017-01-01

Resource Type:

Dissertation
The Recovery Theorem and Long-Term Factorization of the Pricing Kernel

Description:

Ross (2015) proposed a recovery theorem which uses prices of contingent claims to recover market’s expectations about underlying asset returns. His work relies on two assumptions. He assumes all uncertainty of the economy follows a finite state irreducible Markov chain and that the pricing kernel is transition independent. We first...

Keyword:

Industrial Engineering and Management Sciences

Subject:

Industrial Engineering and Management Sciences

Creator:

Likuan Qin

Owner:

Scholarly Digital Publishing

Date Uploaded:

04/13/2018

Date Modified:

04/13/2018

Date Created:

2017-01-01

Resource Type:

Dissertation