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The Accounting and Finance Benchmarking Consortium (AFBC)
The Accounting and Finance Benchmarking Consortium AFBC
2014/4/3
The Benchmarking Network, Inc. (TBN) is an organization of experienced Benchmarking specialists solely dedicated to using Benchmarking to develop value-based performance improvement opportunities for ...
Benchmarking and Fair Pricing Applied to Two Market Models
growth optimal portfolio benchmark approach fair pricing Merton jump-diffusion model
2009/5/7
This paper considers a market containing both continuous and discrete noise. Modest assumptions ensure the existence of a growth optimal portfolio. Non-negative self-financing trading strategies, when...
Benchmarking and Fair Pricing Applied to Two Market Models
growth optimal portfolio benchmark approach fair pricing
2010/12/7
This paper considers a market containing both continuous and discrete noise. Modest assumptions ensure the existence of a growth optimal portfolio. Non-negative self-financing trading strategies, when...