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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 71 - 80 of 163
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Discrimination for two-way models with insurance applications
Brown, G. O.; Buckley, W. S. - In: Risk and decision analysis 4 (2013) 4, pp. 267-290
Persistent link: https://www.econbiz.de/10010475798
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On polynomial extension of t-distribution and its financial applications
Li, Hao; Melnikov, Alexander - In: Risk and decision analysis 4 (2013) 4, pp. 255-266
Persistent link: https://www.econbiz.de/10010475799
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Default risk and corporate governance in financial vs. non-financial firms
Switzer, Lorne N.; Wang, Jun - In: Risk and decision analysis 4 (2013) 4, pp. 243-253
Persistent link: https://www.econbiz.de/10010475800
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Savings and insurance within the dual theory of choice
Machnes, Yaffa; Reif, Shifra - In: Risk and decision analysis 4 (2013) 4, pp. 235-241
Persistent link: https://www.econbiz.de/10010475801
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On calendar energy options
Li, Lide; Kleindorfer, Paul R. - In: Risk and decision analysis 4 (2013) 4, pp. 225-233
Persistent link: https://www.econbiz.de/10010475802
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On modeling credit defaults : a probabilistic Boolean network approach
Gu, Jia-wen; Ching, Wai Ki; Siu, Tak Kuen; Zheng, Harry - In: Risk and decision analysis 4 (2013) 2, pp. 119-129
Persistent link: https://www.econbiz.de/10009782545
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Any-utility neutral and indifference pricing and hedging
Stojanovic, Srdjan - In: Risk and decision analysis 4 (2013) 2, pp. 103-118
Persistent link: https://www.econbiz.de/10009782551
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Should Americans invest internationally? : mean-variance portfolios optimization and stochastic dominance approaches
Abid, Fathi; Mroua, Mourad; Wong, Wing Keung - In: Risk and decision analysis 4 (2013) 2, pp. 89-102
Persistent link: https://www.econbiz.de/10009782552
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Loan impairment provisioning under IAS 39 in the Asian banking sector
Carlin, Tyrone M.; Finch, Nigel - In: Risk and decision analysis 4 (2013) 2, pp. 81-87
Persistent link: https://www.econbiz.de/10009782558
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Tournament-induced risk-shifting : a mean field games approach
Guéant, Olivier - In: Risk and decision analysis 4 (2013) 2, pp. 71-80
Persistent link: https://www.econbiz.de/10009782561
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