Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution von Mukupa, George M., Offen, Elias R.

Volltext

A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes von Mukupa, George M., Offen, Elias R., Kunda, Douglas, Lungu, Edward M.

Volltext

Optimal Investment, Consumption and Life Insurance Problem with Stochastic Environments von Jere, Stanley, Offen, Elias R., Basmanebothe, Othusitse

Volltext

Stochastic Analysis on Optimal Portfolio Selection for DC Pension Plan with Stochastic Interest and Inflation Rate von Tiro, Kenneth, Basimanebotlhe, Othusitse, Offen, Elias R.

Volltext

The Semimartingale Equilibrium Risk Premium for a Risk Seeking Investor von Mukupa, George M., Offen, Elias R.

Volltext

Impact of Dual Stock Holding and Stochastic Income on the Investor’s Remuneration Package von Moalosi-Court, Kebareng I., Lungu, Edward M., Offen, Elias R.

Volltext

L\'{e}vy Process, Proportional Transaction Costs and Foreign Exchange von Doctor, Obonye, Offen, Elias R., Lungu, Edward M.

Volltext

The Risk Averse Investor's Equilibrium Equity Premium in a Semi Martingale Market with Arbitrary Jumps von M. Mukupa, George, Offen, Elias R., M. Lungu, Edward

Volltext