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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 61 - 70 of 163
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Inventory management with overlapping shrinkages and demands
Bensoussan, Alain; Çakanyıldırım, Metin; Li, Meng; … - In: Risk and decision analysis 5 (2014) 4, pp. 189-200
Persistent link: https://www.econbiz.de/10011286249
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On stocks and interest rates modeling in long-range dependent environment
Melnikov, Alexander; Mišura, Julija S. - In: Risk and decision analysis 5 (2014) 4, pp. 177-187
Persistent link: https://www.econbiz.de/10011286251
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Game-theoretic approach to risk-sensitive benchmarked asset management
Deshpande, Amogh; Jacka, Saul D. - In: Risk and decision analysis 5 (2014) 4, pp. 163-176
Persistent link: https://www.econbiz.de/10011286253
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Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.; Tong, Shuo - In: Risk and decision analysis 4 (2013) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
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Price as a choice under nonstochastic randomness in finance
Ivanenko, Yaroslav; Munier, Bertrand - In: Risk and decision analysis 4 (2013) 3, pp. 191-205
Persistent link: https://www.econbiz.de/10010190155
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On the sensitivity of the Black capital asset pricing model to the market portfolio
Buckley, Winston S.; Harris, Oneil; Perera, Sandun - In: Risk and decision analysis 4 (2013) 3, pp. 177-189
Persistent link: https://www.econbiz.de/10010190158
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Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points
González-Hernández, Juan; López-Martínez, Raquiel R.; … - In: Risk and decision analysis 4 (2013) 3, pp. 163-176
Persistent link: https://www.econbiz.de/10010190160
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Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N. - In: Risk and decision analysis 4 (2013) 3, pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
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Prospect theory and the investor's attitudes toward risk
Chuang, Shuangshii; Chang, Min-Chang - In: Risk and decision analysis 4 (2013) 4, pp. 303-308
Persistent link: https://www.econbiz.de/10010475796
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Background risk and quantum calculus
Tapiero, Oren J. - In: Risk and decision analysis 4 (2013) 4, pp. 291-301
Persistent link: https://www.econbiz.de/10010475797
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