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  • Search: subject:"Expectation dependence"
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Year of publication
Subject
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Expectation dependence 19 Theorie 16 Theory 16 Risiko 13 Risk 13 Hedging 8 Production 8 Decision under risk 6 Entscheidung unter Risiko 6 Erwartungsbildung 6 Expectation formation 6 Risikoaversion 6 Risk aversion 6 Background risk 4 Derivat 4 Derivative 4 Erwartungsnutzen 4 Expected utility 4 Portfolio selection 4 Portfolio-Management 4 Estimation theory 3 History and expectation dependence 3 Inflation risk 3 Risikomodell 3 Risk model 3 Schätztheorie 3 Stability 3 Absicherung 2 Background Risk 2 CSR 2 Commodity exchange 2 Comparative risk aversion 2 Correlation 2 Correlation aversion 2 Delivery risk 2 Dynamics 2 Erwartungsabhängigkeit 2 Exchange Rate Risk 2 Exchange rate 2 Exchange rate risk 2
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Online availability
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Undetermined 16 Free 4
Type of publication
All
Article 21 Book / Working Paper 4
Type of publication (narrower categories)
All
Article in journal 18 Aufsatz in Zeitschrift 18 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 22 Undetermined 3
Author
All
Kit, Pong Wong 10 Broll, Udo 7 Li, Jingyuan 4 Wirl, Franz 3 Denuit, Michel 2 Feichtinger, Gustav 2 Guo, Xu 2 Kort, Peter M. 2 Liu, Dongri 2 Pelster, Matthias 2 Wang, Jianli 2 Wong, Kit 2 Chiu, W. Henry 1 Dionne, Georges 1 Hong, Liang 1 Linton, Oliver 1 Mesfioui, Mhamed 1 Okou, Cédric 1 Trufin, Julien 1 Verdebout, Thomas 1 Welzel, Peter 1 Whang, Yoon-jae 1 Wong, Kit Pong 1 Yen, Yu-min 1
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Published in...
All
Insurance 4 Journal of mathematical economics 4 Decisions in Economics and Finance 2 Decisions in economics and finance : DEF ; a journal of applied mathematics 2 CEPIE Working Paper 1 CEPIE working paper 1 Dresden Discussion Paper Series in Economics 1 Dresden discussion paper series in economics 1 Econometric reviews 1 Economics letters 1 International economics and economic policy : IEEP 1 International review of economics : journal of civil economy 1 Journal of Economic Behavior & Organization 1 Journal of economic behavior & organization : JEBO 1 Portuguese economic journal 1 Scandinavian actuarial journal 1 The Geneva risk and insurance review 1
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Source
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ECONIS (ZBW) 20 RePEc 3 EconStor 2
Showing 1 - 10 of 25
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An alternative representation of the C-CAPM with higher-order risks
Dionne, Georges; Li, Jingyuan; Okou, Cédric - In: The Geneva risk and insurance review 49 (2024) 2, pp. 194-233
Persistent link: https://www.econbiz.de/10015048865
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Export under risk and expectation dependence
Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021
Abstracting from self-protection and self-insurance e ects of export produc-tion choices, exporting rms usually have access to a number of risk sharingmarkets that have an efficient risk management role. Two of the most strikingresults achieved from the existence of risk sharing markets are the...
Persistent link: https://www.econbiz.de/10012514017
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Cover Image
Export under risk and expectation dependence
Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021
Abstracting from self-protection and self-insurance e ects of export produc-tion choices, exporting rms usually have access to a number of risk sharingmarkets that have an efficient risk management role. Two of the most strikingresults achieved from the existence of risk sharing markets are the...
Persistent link: https://www.econbiz.de/10012518032
Saved in:
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Diversification and risk attitudes toward two risks
Kit, Pong Wong - In: Journal of mathematical economics 102 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013539467
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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - In: Econometric reviews 40 (2021) 8, pp. 709-727
Persistent link: https://www.econbiz.de/10012624535
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Comparative risk aversion with two risks
Kit, Pong Wong - In: Journal of mathematical economics 97 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013183700
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Testing for more positive expectation dependence with application to model comparison
Denuit, Michel; Trufin, Julien; Verdebout, Thomas - In: Insurance 101 (2021) 2, pp. 163-172
Persistent link: https://www.econbiz.de/10012793921
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Financial risk taking in the presence of correlated non-financial background risk
Chiu, W. Henry - In: Journal of mathematical economics 88 (2020), pp. 167-179
Persistent link: https://www.econbiz.de/10012589943
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The impact of inflation risk on forward trading and production
Broll, Udo; Kit, Pong Wong - 2014
risk is negatively correlated with the inflation risk in the sense of expectation dependence, the firm optimally opts for …
Persistent link: https://www.econbiz.de/10011521691
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The impact of inflation risk on forward trading and production
Broll, Udo; Wong, Kit Pong - 2014
risk is negatively correlated with the inflation risk in the sense of expectation dependence, the firm optimally opts for …
Persistent link: https://www.econbiz.de/10011521874
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