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Dimitris

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432 reputation
310
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visits member for 2 years, 3 months
seen Apr 28 at 15:10
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This space for rent.


432 reputation
bio website visits member for 2 years, 3 months
310 badges
location seen Apr 28 at 15:10
summary answers questions tags badges favorites bounties reputation activity

6 Answers

newest activity votes
8
Option pricing before Black-Scholes
7
Fundamental Theorem of Asset Pricing (FTAP)
6
Maximization of CARA utility function: unique solution with an unbounded parameter?
3
Are there ways to measure the risk aversion of a representative investor, based on publicly available market data?
2
penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
-1
Keeping a track record honest
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