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  • Search: isPartOf:"Risk and Decision Analysis"
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Year of publication
Subject
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Theorie 70 Theory 70 Risiko 31 Risk 31 Portfolio selection 29 Portfolio-Management 29 Option pricing theory 22 Optionspreistheorie 22 Risikomanagement 22 Risk management 22 Stochastic process 21 Stochastischer Prozess 21 Volatility 15 Volatilität 15 Derivat 14 Derivative 14 Hedging 13 Risikomaß 12 Risk measure 12 Estimation theory 10 Schätztheorie 10 Option trading 9 Optionsgeschäft 9 Börsenkurs 8 Credit risk 8 Kreditrisiko 8 Share price 8 Anlageverhalten 7 Behavioural finance 7 Decision under risk 7 Entscheidung unter Risiko 7 Measurement 7 Messung 7 Time series analysis 7 Zeitreihenanalyse 7 Insolvency 6 Insolvenz 6 Black-Scholes model 5 Black-Scholes-Modell 5 CAPM 5
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Online availability
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Undetermined 46
Type of publication
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Article 151 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 161 Aufsatz in Zeitschrift 161 Collection of articles of several authors 12 Sammelwerk 12 Conference proceedings 2 Konferenzschrift 2
Language
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English 161 Undetermined 2
Author
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Tapiero, Charles S. 10 Munier, Bertrand 5 Bianchi, Sergio 4 Melnikov, Alexander 4 Adékambi, Franck 3 Bensoussan, Alain 3 Liu, John J. 3 Papanicolaou, George 3 Switzer, Lorne N. 3 Tong, Shuo 3 Wong, Wing Keung 3 Yung, S. P. 3 Bernard, Lucas 2 Ching, Wai Ki 2 Fisher, Gregg S. 2 Ivanenko, Yaroslav 2 Kantarcioglu, Murat 2 Kleindorfer, Paul R. 2 Kogan, Konstantin 2 Kumar, Rakesh 2 Leung, Tim 2 Li, Lide 2 Luo, Shangzhen 2 Maymin, Philip Z. 2 Melʹnikov, Aleksandr V. 2 Minjárez-Sosa, Adolfo 2 Nadin, Mihai 2 Parkash, Om 2 Perrakis, Stylianos 2 Pianese, Augusto 2 Semmler, Willi 2 Seshadri, Sridhar 2 Sethi, Suresh P. 2 Sircar, Kaushik Ronnie 2 Siu, Tak Kuen 2 Stojanovic, Srdjan 2 Taksar, Michael I. 2 Tapiero, Oren J. 2 Wu, Qi 2 Yam, Sheung Chi Phillip 2
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Published in...
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Risk and decision analysis 161 Risk and Decision Analysis 2
Source
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ECONIS (ZBW) 161 RePEc 2
Showing 101 - 110 of 163
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Representation of dynamic time-consistent convex risk measures with jumps
Tang, Shanjian; Wei, Wenning - In: Risk and decision analysis 3 (2012) 3, pp. 167-190
Persistent link: https://www.econbiz.de/10009655735
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Dynamic Bertrand and Cournot competition : asymptotic and computational analysis of product differentiation
Ledvina, Andrew; Sircar, Kaushik Ronnie - In: Risk and decision analysis 3 (2012) 3, pp. 149-165
Persistent link: https://www.econbiz.de/10009655737
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Special issue: Stochastic control
2012
Persistent link: https://www.econbiz.de/10009655738
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Special issue: Statistical methods for decision making and risk measures
2012
Persistent link: https://www.econbiz.de/10009704594
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A decomposition method for optimal portfolios with regime-switching and risk constraint
Liu, Jingzhen; Yiu, Ka-fai Cedric; Siu, Tak Kuen - In: Risk and decision analysis 3 (2012) 4, pp. 269-276
Persistent link: https://www.econbiz.de/10009704597
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Frailties and copulas, not two of a kind
Goethals, Klara; Janssen, Paul; Duchateau, Luc - In: Risk and decision analysis 3 (2012) 4, pp. 247-253
Persistent link: https://www.econbiz.de/10009704606
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Least squares estimators for nearly unstable processes for functionals of long-memory noises
Chan, Ngai Hang; Liu, Wei Wei - In: Risk and decision analysis 3 (2012) 4, pp. 239-246
Persistent link: https://www.econbiz.de/10009704609
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A heuristic method for estimating attribute importance by measuring choice time in a ranking task
Barone, Stefano; Lombardo, Alberto; Tarantino, Pietro - In: Risk and decision analysis 3 (2012) 4, pp. 225-237
Persistent link: https://www.econbiz.de/10009704611
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Introduction : Statistical methods for decision making and risk measures
In: Risk and decision analysis 3 (2012) 4, pp. 223
Persistent link: https://www.econbiz.de/10009704616
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An overview of conditional comonotonicity and its applications
Cheung, Ka Chun - In: Risk and decision analysis 3 (2012) 1/2, pp. 67-73
Persistent link: https://www.econbiz.de/10009655138
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