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Joint Estimation of Risk Preferences and Technology : Flexible Utility or Futility?
Lence, Sergio H., (2010)
On modeling banking risk
Tsionas, E. G., (2014)
Integration of VaR and expected utility under departures from normality
Barry, Peter J., (2009)
Using consumption and asset return data to estimate farmers' time preferences and risk attitudes
Lence, Sergio H., (2000)
Recent structural changes in the banking industry, their causes and effects : a literature survey
Lence, Sergio H., (1997)
On the optimal hedge under unbiased futures prices
Lence, Sergio H., (1995)