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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 81 - 90 of 163
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Special issue: Risk finance
2013
Persistent link: https://www.econbiz.de/10009782564
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Risk finance : introduction
In: Risk and decision analysis 4 (2013) 2, pp. 69
Persistent link: https://www.econbiz.de/10009782568
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Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities
Fung, Hon-kwok; Li, Leong Kwan; Yung, S. P.; Zhou, Wei - In: Risk and decision analysis 4 (2013) 1, pp. 59-68
Persistent link: https://www.econbiz.de/10009782577
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Valuation of credit contingent interest rate swap
Liang, Jin; Xu, Yin - In: Risk and decision analysis 4 (2013) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10009782583
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A mean-variance portfolio selection problem subject to a benchmark constraint : an existence result
Yam, Sheung Chi Phillip; Yung, S. P.; Zhou, J. H. - In: Risk and decision analysis 4 (2013) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10009782595
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A class of time inconsistent risk measures and backward stochastic Volterra integral equations
Wang, Tianxiao; Shi, Yufeng - In: Risk and decision analysis 4 (2013) 1, pp. 17-24
Persistent link: https://www.econbiz.de/10009782605
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On a discrete-time risk model with delayed claims and dividends
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong - In: Risk and decision analysis 4 (2013) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10009782613
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Financial derivatives and risk models : introduction
Yiu, Cedric - In: Risk and decision analysis 4 (2013) 1, pp. 1
Persistent link: https://www.econbiz.de/10009782616
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Special issue: Financial derivatives and risk models
Yiu, Cedric (contributor) - 2013
Persistent link: https://www.econbiz.de/10009782629
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Discontinuous piecewise polynomial collocation in two dimensions
Loustau, John; Irwin, Scott; Lindorff, Ariel; … - In: Risk and decision analysis 4 (2013) 1, pp. 47-57
Persistent link: https://www.econbiz.de/10009782579
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