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Search: subject:"Recovery theorem"
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3
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1
Arbitrage-based recovery
Horvath, Ferenc
- In:
Journal of financial economics
163
(
2025
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015562150
Saved in:
2
Asset allocation with forward-looking distribution
Kiriu, Takuya
;
Hibiki, Norio
- In:
International journal of portfolio analysis and …
2
(
2024
)
4
,
pp. 316-341
Persistent link: https://www.econbiz.de/10015064371
Saved in:
3
Information content of option prices : comparing analyst forecasts to option-based forecasts
Sanford, Anthony
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014581049
Saved in:
4
Optimal currency portfolio with implied return distribution in the mean-variance approach
Hibiki, Yuta
;
Kiriu, Takuya
;
Hibiki, Norio
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10014548364
Saved in:
5
The impact of macroeconomic announcements on risk, preference, and risk premium
Kiriu, Takuya
;
Hibiki, Norio
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 842-857
Persistent link: https://www.econbiz.de/10014535661
Saved in:
6
Recovering price informativeness from "nonfundamental" shocks
Cujean, Julien
;
Jaeger, Samuel
-
2024
Persistent link: https://www.econbiz.de/10015070440
Saved in:
7
Recovery
theorem
and the risk aversion : evidence from the Czech Republic
Časta, Martin
- In:
International journal of monetary economics and finance …
17
(
2024
)
5
,
pp. 413-434
Persistent link: https://www.econbiz.de/10015635564
Saved in:
8
State price density estimation with an application to the
recovery
theorem
Sanford, Anthony
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10014288863
Saved in:
9
Optimized portfolio using a forward-looking expected tail loss
Sanford, Anthony
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013341847
Saved in:
10
An empirical implementation of the Ross
recovery
theorem
as a prediction device
Audrino, Francesco
;
Huitema, Robert
;
Ludwig, Markus
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10012620054
Saved in:
1
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