smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2021SMQ / 142928523231056
Optimal exit decision of venture capital under time-inconsistent preferences
Ju'e Guo / Xu Zhang / Yanzhao Li / Yongwu Li
optimizationResource overview

Optimal exit decision of venture capital under time-inconsistent preferences

Paper2021

by Ju'e Guo, Xu Zhang, Yanzhao Li, Yongwu Li

Tags
optimization

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for optimisation and numerical methods. Specialist prerequisites vary by paper.

Before you read

  1. Vectors, Matrices and Linear Systems

    Read the linear algebra used to define a numerical problem.

  2. Constrained and Convex Optimisation

    Identify the objective, constraints and conditions for an optimum.

Go further

  1. Calibration as an Inverse Problem

    Understand identifiability and fitted model parameters.

  2. Numerical Conditioning and Stability

    Separate model error from unstable numerical computation.

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Linear Algebra, Optimisation and Numerical Methods

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Ju'e Guo, Xu Zhang, Yanzhao Li, Yongwu Li

1