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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 1 - 10 of 163
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Weighted Shapley values of efficient portfolios
Shalit, Haim - In: Risk and decision analysis 9 (2023) 2/4, pp. 31-38
Persistent link: https://www.econbiz.de/10014473391
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Some systemic risk indicators
El Qalli, Yassine; Said, Khalil - In: Risk and decision analysis 9 (2023) 2/4, pp. 39-56
Persistent link: https://www.econbiz.de/10014473406
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A note on the recursive joint moments of discounted compound dependent renewal sums
Adékambi, Franck; Essiomle, Kokou - In: Risk and decision analysis 9 (2023) 2/4, pp. 57-71
Persistent link: https://www.econbiz.de/10014473411
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Return volatility transmission among Asian stock exchanges : evidence from a heterogeneous market outlook
Mishra, Amritkant; Sakuja, Vaishnavi - In: Risk and decision analysis 9 (2023) 2/4, pp. 73-85
Persistent link: https://www.econbiz.de/10014473419
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Discrete bismut formula : conditional integration by parts and a representation for delta hedging process
Akiyama, Naho; Yamada, Toshihiro - In: Risk and decision analysis 9 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014450637
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Reinforcement learning paycheck optimization for multivariate financial goals
Alaluf, Melda; Crippa, Giulia; Geng, Sinong; Jing, Zijian; … - In: Risk and decision analysis 9 (2023) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10014450638
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Identifying the factors influencing digital marketing and brand-consumer relationship
Aancy, H. Mickle; Bandyapadhyay, Malay; Taneja, Shallini; … - In: Risk and decision analysis 9 (2023) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10014450641
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Multi-attribute decision making based on novel generalized parametric exponential intuitionistic fuzzy divergence measure
Parkash, Om; Kumar, Rakesh - In: Risk and decision analysis 8 (2021) 3/4, pp. 67-76
Persistent link: https://www.econbiz.de/10013173207
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LGD and RR modeling : comparison of models
Tuysuz, Sukriye - In: Risk and decision analysis 8 (2021) 3/4, pp. 77-101
Persistent link: https://www.econbiz.de/10013173224
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New risks in the new beta coefficient : behavioral approach
Bogatyrev, S. Yu. - In: Risk and decision analysis 8 (2021) 3/4, pp. 103-112
Persistent link: https://www.econbiz.de/10013173230
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