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~subject:"ARCH model"
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A non-expected utility model and its application in practical auctions
Wang, Mingxi
;
Hu, Yi
;
Dang, Chuangyin
;
Wang, Shouyang
- In:
Applied economics
52
(
2020
)
27
,
pp. 2931-2944
Persistent link: https://www.econbiz.de/10012221462
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Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
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