{"title":"Alternative Models of Asset Price Dynamics","authors":"G. Campolieti, R. Makarov","doi":"10.1201/9781315373768-16","DOIUrl":"https://doi.org/10.1201/9781315373768-16","url":null,"abstract":"","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"38 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72904518","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Introduction to Monte Carlo and Simulation Methods","authors":"G. Campolieti, R. Makarov","doi":"10.1201/9781315373768-17","DOIUrl":"https://doi.org/10.1201/9781315373768-17","url":null,"abstract":"","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"11 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82318779","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Portfolio Management","authors":"G. Campolieti, R. Makarov","doi":"10.1002/9781119209720.ch10","DOIUrl":"https://doi.org/10.1002/9781119209720.ch10","url":null,"abstract":"The fund is a risk-targeted portfolio that invests primarily in other Salient Funds, exchangetraded funds, exchange-traded notes, futures and other derivatives in order to gain exposure to global equity markets, global interest rate markets, global credit markets and global commodity markets. · The portfolio targets a constant level of volatility, as measured by the annualized standard deviation. · The fund seeks to provide a balance of growth and income with a moderate correlation to overall equity and bond markets. · Designed for growth-oriented investors focused on long-term growth.","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"29 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78678565","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Primer on Derivative Securities","authors":"G. Campolieti, R. Makarov","doi":"10.1201/9781315373768-4","DOIUrl":"https://doi.org/10.1201/9781315373768-4","url":null,"abstract":"","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"4 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81533344","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Introduction to Discrete-Time Stochastic Calculus","authors":"G. Campolieti, R. Makarov","doi":"10.1201/9781315373768-6","DOIUrl":"https://doi.org/10.1201/9781315373768-6","url":null,"abstract":"","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"53 2","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72410981","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Risk-Neutral Pricing in the (B, S) Economy: One Underlying Stock","authors":"G. Campolieti, R. Makarov","doi":"10.1201/9781315373768-12","DOIUrl":"https://doi.org/10.1201/9781315373768-12","url":null,"abstract":"","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"46 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79730232","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Essentials of General Probability Theory","authors":"G. Campolieti, R. Makarov","doi":"10.1201/9781315373768-9","DOIUrl":"https://doi.org/10.1201/9781315373768-9","url":null,"abstract":"","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"1 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81531718","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"One-Dimensional Brownian Motion and Related Processes","authors":"G. Campolieti, R. Makarov","doi":"10.1201/9781315373768-10","DOIUrl":"https://doi.org/10.1201/9781315373768-10","url":null,"abstract":"","PeriodicalId":48880,"journal":{"name":"SIAM Journal on Financial Mathematics","volume":"4 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2018-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90241617","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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