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Davis, John;Senior Lecturer of Business Administration in Harvard Business School（图）
Davis, John Senior Lecturer Business Administration
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2011/9/29
A faculty member at Harvard Business School since 1996, Professor Davis teaches and researches in the family business, family wealth, and life planning fields. He is faculty chair of Families in Busi...
Asymptotics and Duality for the Davis and Norman Problem
Asymptotics Duality Davis Norman Problem
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2010/10/22
We revisit the problem of maximizing expected logarithmic utility from consumption over an infinite horizon in the Black-Scholes model with proportional transaction costs, as studied in the seminal p...
An extension of Davis and Lo's contagion model
credit risk contagion model dependent defaults default distribution exchangeability
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2010/10/29
firms which may default directly or may be infected by other defaulting firms (a domino effect being also possible). The spontaneous default without external influence and the infections are described...