An expansion in the model space in the context of utility maximization
Sign Up to like & getrecommendations! Published in 2018 at "Finance and Stochastics"
DOI: 10.1007/s00780-017-0353-3
Abstract: In the framework of an incomplete financial market where the stock price dynamics are modeled by a continuous semimartingale (not necessarily Markovian), an explicit second-order expansion formula for the power investor’s value function—seen as a… read more here.
Keywords: expansion; context utility; utility maximization; model space ... See more keywords
The Structure of Evolutionary Model Space for Proteins across the Tree of Life
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DOI: 10.3390/biology12020282
Abstract: Simple Summary The relative rates of amino acid substitution over evolutionary time reflect the chemical properties of amino acids. Substitutions that result in an amino acid similar to an ancestral residue accumulate more rapidly than… read more here.
Keywords: amino acid; model; model space; across tree ... See more keywords