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Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
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Loss aversion in an agent-based asset pricing model
Pruna, Radu T.
;
Polukarov, Maria
;
Jennings, Nick
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10012194866
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3
Structural asset pricing theory with wavelets
Housworth, Elizabeth Ann
;
Walker, Todd B.
;
Xu, Chen
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1659-1672
Persistent link: https://www.econbiz.de/10012194814
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