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We consider a finite horizon optimal stopping problem related to trade-off strategies between expected profit and cost cash-flows of an investment under uncertainty. The optimal problem is first formu...
It is widely recognized that when classical optimal strategies are applied with parameters estimated from data, the resulting portfolio weights are remarkably volatile and unstable over time.The predo...
In this article we propose a new nonparametric estimation method to estimate the conditional value-at-risk and expected shortfall functions based on the weighted double kernel local linear estimator...

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