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1
Book / Working Paper 		Spreading Risk: Limiting Cases
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2
Article 		Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model
Year:                     
2011
Person:  Satoyoshi, Kiyotaka; Mitsui, Hidetoshi
Publisher:  Springer
Published in:  Asia-Pacific Financial Markets
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3
Article 		Currency mismatching
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4
Book / Working Paper 		Parametric estimation of risk neutral density functions
Year:                     
2010
Person:  Grith, Maria; Krätschmer, Volker
Publisher:  Berlin : SFB 649, Economic Risk
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5
Article 		A note on two-part pricing under uncertainty
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6
Article 		The loss-averse newsvendor game
Year:                     
2010
Person:  Wang, Charles X.
Published in:  International journal of production economics ; 124
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7
Book / Working Paper 		On the descriptive value of loss aversion in decisions under risk
Year:                     
2010
Person:  Ert, Eyal; Erev, Ido
Publisher:  Cambridge, Mass. : Harvard Business School
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8
Article 		Dynamic semiparametric factor models in risk neutral density estimation
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9
Article 		The normal inverse gaussian distribution and the pricing of derivatives
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10
Book / Working Paper 		Informationsgewinnung aus Optionspreisen : eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Year:                     
2009
Person:  Locht, Nicole van de
Publisher:  Wiesbaden : Gabler
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11
Book / Working Paper 		Risk-neutral monopolists are variance-averse
Year:                     
2009
Person:  Kirstein, Roland
Publisher:  Magdeburg : Univ., FEMM
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12
Book / Working Paper 		Solvency regulation and contract pricing in the insurance industry
Year:                     
2009
Person:  Affolter, Ines
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13
Article 		Optimal strategy models to maximise revenues in online auctions with 'buy it now'
Year:                     
2009
Person:  Zhou, Jing; Lv, Hao; Yang, Hui
Published in:  International journal of revenue management : IJRM ; 3
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14
Book / Working Paper 		Bayesian Improvement of the Phantom Voters Rule: An example of Dichotomic Communication
Year:                     
2008-01
Person:  Fleckinger, Pierre
Institution:  HAL
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15
Article 		Risk-neutral investors do not acquire information
Year:                     
2008
Person:  Muendler, Marc-Andreas
Published in:  Finance research letters ; 5
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16
Article 		Empirical risk aversion functions-estimates and assessment of their reliability
Year:                     
2008
Person:  Kang, Byung Jin; Kim, Tong Suk
Published in:  International review of financial analysis ; 17
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17
Article 		A new tempered stable distribution and its application to finance
Year:                     
2008
Affiliated person:  Kim, Young Shin; Račev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.
Published in:  Risk assessment : decisions in banking and finance
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18
Book / Working Paper 		Dynamic semiparametric factor models in risk neutral density estimation
Year:                     
2008
Publisher:  Berlin : SFB 649, Economic Risk
Affiliated person:  Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker
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19
Article 		Sicherheitsäquivalente sind nicht überflüssig! : Anmerkungen zum Beitrag "Sicherheitsäquivalente, Wertadditivität und Risikoneutralität" von Reichling et al. (2006)
Year:                     
2008
Person:  Häckel, Björn; Holtz, Christian; Buhl, Hans Ulrich
Published in:  Zeitschrift für Betriebswirtschaft : ZfB ; 78
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20
Book / Working Paper 		Repeated moral hazard, limited liability, and renegotiation
Year:                     
2008
Person:  Ohlendorf, Susanne; Schmitz, Patrick W.
Publisher:  London : Centre for Economic Policy Research
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21
Book / Working Paper 		Informed Principal and Countervailing Incentives
Year:                     
2007-02
Person:  Fleckinger, Pierre
Institution:  HAL
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22
Article 		Decreasing Relative Risk Premium
Year:                     
2007
Person:  Hansen, Frank
Publisher:  Berkeley Electronic Press
Published in:  The B.E. Journal of Theoretical Economics
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23
Article 		Informed principal and countervailing incentives
Year:                     
2007
Person:  Fleckinger, Pierre
Published in:  Economics letters ; 94
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24
Book / Working Paper 		Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers
Year:                     
May 2007
Affiliated person:  Kaynar, Bahar; Bi̇rbi̇l, Ş. İlker; Frenk, Johannes G.
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25
Book / Working Paper 		Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers
Year:                     
2007
Affiliated person:  Kaynar, Bahar; Bi̇rbi̇l, Ş. İlker; Frenk, Johannes G.
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26
Article 		Decreasing Relative Risk Premium
Year:                     
2007
Person:  Hansen, Frank
Publisher:  Berkeley Electronic Press
Published in:  Topics in Theoretical Economics
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27
Book / Working Paper 		Exploring the CDS-Bond Basis
Year:                     
2006-11
Person:  Wit, Jan De
Institution:  National Bank of Belgium (NBB)
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28
Article 		The role of varying risk attitudes in an auction with a buyout option
Year:                     
2006
Person:  Mathews, Timothy; Katzman, Brett
Published in:  Economic theory ; 27
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29
Article 		An alternative approach for estimating the coefficients of the term structure equation : a two-factor model
Year:                     
2006
Person:  Gómez-del-Valle, Lourdes; Martínez-Rodríguez, Julia
Published in:  2006 Business & Economics Society International Conference ; Vol. 1
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30
Book / Working Paper 		Exploring the CDS-bond basis
Year:                     
2006
Person:  De Wit, Jan
Publisher:  Brussels : National Bank of Belgium
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31
Book / Working Paper 		Education, risk preference and wages
Year:                     
Febr. 2006
Affiliated person:  Brown, Sarah; Taylor, Karl
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32
Article 		Optimal auctions with asymmetrically informed bidders
Year:                     
2006
Person:  Bennouri, Moez; Falconieri, Sonia
Published in:  Economic theory ; 28
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33
Article 		Sicherheitsäquivalente, Wertadditivität und Risikoneutralität
Year:                     
2006
Person:  Reichling, Peter; Spengler, Thomas; Vogt, Bodo
Published in:  Zeitschrift für Betriebswirtschaft : ZfB ; 76
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34
Article 		Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads
Year:                     
2006
Person:  Liu, Sheen X.; Qi, Howard; Wu, Chunchi
Institution:  Institute for Operations Research and the Management Sciences - INFORMS
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35
Book / Working Paper 		Risk Neutral Investors Do Not Acquire Information¤
Year:                     
2005-09-01
Person:  Muendler, Marc-Andreas
Institution:  Department of Economics, University of California-San Diego (UCSD)
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36
Book / Working Paper 		Risk Neutral Investors Do Not Acquire Information¤
Year:                     
2005-09-01
Person:  Muendler, Marc-Andreas
Institution:  Department of Economics, University of California-San Diego (UCSD)
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37
Article 		Interpreting implied risk-neutral densities : the role of risk premia
Year:                     
2005
Person:  Hördahl, Peter; Vestin, David
Published in:  Review of finance : journal of the European Finance Association ; 9
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38
Book / Working Paper 		Measuring investors' risk appetite
Year:                     
Nov. 2005
Affiliated person:  Gai, Prasanna; Vause, Nicholas
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39
Book / Working Paper 		Bayesianism without priors, acts without consequences
Year:                     
2005
Publisher:  Durham, NC : Fuqua School of Business, Duke Univ.
Affiliated person:  Nau, Robert F.
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40
Book / Working Paper 		Risk neutral investors do not acquire information
Year:                     
2005
Affiliated person:  Muendler, Marc-Andreas
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41
Article 		Valuation techniques for infrastructure investment decisions
Year:                     
2004
Person:  Garvin, Michael; Cheah, Charles
Publisher:  Taylor and Francis Journals
Published in:  Construction Management & Economics
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42
Article 		Tax neutrality under irreversibility and risk aversion
Year:                     
2004
Person:  Niemann, Rainer; Sureth, Caren
Published in:  Economics letters ; 84
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43
Article 		Tax rate uncertainty, investment decisions, and tax neutrality
Year:                     
2004
Person:  Niemann, Rainer
Published in:  International tax and public finance ; 11
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44
Article 		Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies
Year:                     
2004
Person:  Brière, Marie; Chancari, Kamal
Published in:  Revue d'économie politique ; 114
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45
Book / Working Paper 		Volatility of the stochastic discount factor, and the distinction between risk-neutral and objective probability measures
Year:                     
05 Oct. 2004
Affiliated person:  Bakshi, Gurdip S.; Chen, Zhiwu; Hjalmarsson, Erik
Institution:  Nationalekonomiska Institutionen <Göteborg>
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46
Book / Working Paper 		Market expectations and option prices : techniques and applications ; with 13 tables
Year:                     
2003
Person:  Mandler, Martin
Publisher:  Heidelberg : Physica-Verl.
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47
Book / Working Paper 		Logische Wertgrenzen und subjektive Punktschätzungen : zur Anwendung der risikoneutralen (Unternehmens-) Bewertung
Year:                     
2003
Person:  Richter, Frank; Timmreck, Christian
Publisher:  Witten : Univ., Fak. für Wirtschaftswiss.
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48
Article 		The forward rate unbiasedness hypothesis reexamined : evidence from a new test
Year:                     
2003
Affiliated person:  Delcoure, Natalya; Barkoulas, John; Baum, Christopher F.; Chakraborty, Atreya
Published in:  Global finance journal ; 14
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49
Article 		La fiabilité des informations extraites d'estimations paramétriques de densités neutres au risque
Year:                     
2003
Person:  Bellando, Raphaëlle; Colletaz, Gilbert
Published in:  Finance : revue de l'Association Française de Finance ; 24
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50
Article 		Modelling the implied probability of stock market movements
Year:                     
2003
Person:  Scheicher, Martin; Glatzer, Ernst
Published in:  Economic & financial modelling : a journal of the European Economics and Financial Centre ; 10
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