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  • Search: subject:"distorted expectation"
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Year of publication
Subject
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Theorie 6 Theory 6 distorted expectation 6 Distorted expectation 5 Acceptable risks 4 Erwartungsbildung 4 Expectation formation 4 Risiko 4 Risk 4 CAPM 3 Nonlinear expectations 3 Option pricing theory 3 Optionspreistheorie 3 Bid-ask spread 2 Capital income 2 Choquet capacity 2 G-expectations 2 Geld-Brief-Spanne 2 Kapitaleinkommen 2 Option trading 2 Optionsgeschäft 2 Rational expectations 2 Rationale Erwartung 2 Risikoprämie 2 Risk premium 2 acceptable risks 2 conic finance 2 liquidity 2 Arbitrage 1 Benchmarking 1 Bilateral gamma model 1 Choquet integral 1 Credit derivative 1 Credit risk 1 Entropie 1 Entropy 1 Entropy maximization 1 Erwartungsnutzen 1 Estimation 1 Expected utility 1
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Undetermined 10
Type of publication
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Article 11
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10
Language
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English 10 Undetermined 1
Author
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Madan, Dilip B. 8 Schoutens, Wim 4 Pistorius, Martijn 3 Wang, King 3 Eberlein, Ernst 2 Khedher, Asma 2 Michielon, Matteo 2 Spreij, Peter 2 Yor, Marc 2 Madan, Dilip 1
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Published in...
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Annals of finance 3 International journal of financial engineering 2 International journal of theoretical and applied finance 2 Annals of Finance 1 Journal of asset management 1 Journal of risk 1 Mathematics and financial economics 1
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Source
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ECONIS (ZBW) 10 RePEc 1
Showing 1 - 10 of 11
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On the real rate of interest in a closed economy
Madan, Dilip B.; Wang, King - In: Annals of finance 20 (2024) 4, pp. 459-477
Persistent link: https://www.econbiz.de/10015188759
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From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo; Khedher, Asma; Spreij, Peter - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
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Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo; Khedher, Asma; Spreij, Peter - In: International journal of financial engineering 8 (2021) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
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Bilateral multiple gamma returns : their risks and rewards
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: International journal of financial engineering 7 (2020) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012602702
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Marking to two-price markets
Madan, Dilip B. - In: Journal of asset management 17 (2016) 2, pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
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Conic portfolio theory
Madan, Dilip B. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
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Dynamic conic hedging for competitiveness
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim - In: Mathematics and financial economics 10 (2016) 4, pp. 405-439
Persistent link: https://www.econbiz.de/10011555303
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Benchmarking in two price financial markets
Madan, Dilip B. - In: Annals of finance 12 (2016) 2, pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
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Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.; Wang, King - In: Journal of risk 19 (2016) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
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Two price economies in continuous time
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Annals of finance 10 (2014) 1, pp. 71-100
Persistent link: https://www.econbiz.de/10010244607
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