Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating Option Pricing Mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
Risiko
10
Risikoaversion
10
Risk
10
Risk aversion
10
Volatility
8
Volatilität
8
Decision under risk
6
Entscheidung unter Risiko
6
Portfolio selection
6
Portfolio-Management
6
Stochastic process
6
Stochastischer Prozess
6
Risikomaß
5
Risk measure
5
Time series analysis
5
Zeitreihenanalyse
5
Erwartungsnutzen
4
Expected utility
4
Measurement
4
Messung
4
Risikoprämie
4
Risk premium
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
3
Consumer behaviour
3
Consumption theory
3
Financial market
3
Finanzmarkt
3
Kapitaleinkommen
3
Konsumentenverhalten
3
Konsumtheorie
3
Prospect Theory
3
Prospect theory
3
Risikomanagement
3
Risk management
3
Robust statistics
3
Robustes Verfahren
3
more ...
less ...
Online availability
All
Undetermined
Free
139
Type of publication
All
Article
47
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
Undetermined
25
English
23
Author
All
Laeven, Roger J. A.
19
Boswijk, H. Peter
18
Peter Boswijk, H.
7
Franses, Philip Hans
6
Boswijk, Herman Peter
5
Bilsen, Servaas van
3
Eeckhoudt, Louis
3
Zu, Yang
3
van Dijk, Dick
3
Aït-Sahalia, Yacine
2
Bellini, Fabio
2
Cavaliere, Giuseppe
2
Klaassen, Franc
2
Rahbek, Anders
2
Rosazza Gianin, Emanuela
2
Urbain, Jean-Pierre
2
Bauwens, Luc
1
Bovenberg, Ary Lans
1
Bun, Maurice J. G.
1
Cacho-Diaz, Julio
1
Chacho-Diaz, Julio
1
Dhaene, Jan
1
Doornik, Jurgen A.
1
Feng, Runhuan
1
Garderen, Kees Jan van
1
Georgiev, Iliyan
1
Goovaerts, Marc J.
1
Haldrup, Niels
1
Hans Franses, Philip
1
Hommes, Cars H.
1
Ikefuji, Masako
1
Jansson, Michael
1
Knispel, Thomas
1
Krätschmer, Volker
1
Ladkau, Marcel
1
Li, Z. Merrick
1
Lin, X. Sheldon
1
Lucas, Andre
1
Magnus, Jan R.
1
Manzan, Sebastiano
1
more ...
less ...
Published in...
All
Journal of Econometrics
12
Insurance / Mathematics & economics
5
Journal of econometrics
5
Economics Letters
3
Journal of Business & Economic Statistics
3
Econometric Reviews
2
Journal of Applied Econometrics
2
Computational Statistics & Data Analysis
1
Economics letters
1
European journal of operational research : EJOR
1
Insurance: Mathematics and Economics
1
Journal of Economic Dynamics and Control
1
Journal of economic theory
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Mathematics of operations research
1
Operations research
1
Statistics & Probability Letters
1
The econometrics journal
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
RePEc
25
ECONIS (ZBW)
22
Other ZBW resources
1
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
2
An optimization approach to the dynamic allocation of economic capital
Laeven, Roger J. A.
;
Goovaerts, Marc J.
- In:
Insurance: Mathematics and Economics
35
(
2004
)
2
,
pp. 299-319
Persistent link: https://www.econbiz.de/10005374626
Saved in:
3
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Chacho-Diaz, Julio
;
Laeven, Roger …
-
2010
Persistent link: https://www.econbiz.de/10003955100
Saved in:
4
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
5
The probability premium : a graphical representation
Eeckhoudt, Louis
;
Laeven, Roger J. A.
- In:
Economics letters
136
(
2015
),
pp. 39-41
Persistent link: https://www.econbiz.de/10011435791
Saved in:
6
Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
Saved in:
7
Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas
;
Laeven, Roger J. A.
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
Saved in:
8
Dynamic consumption and portfolio choice under prospect theory
Bilsen, Servaas van
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 224-237
Persistent link: https://www.econbiz.de/10012242015
Saved in:
9
Consumption and portfolio choice under loss aversion and endogenous updating of the reference level
Bilsen, Servaas van
;
Laeven, Roger J. A.
;
Nijman, …
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 3927-3955
Persistent link: https://www.econbiz.de/10012297738
Saved in:
10
Risk apportionment : the dual story
Eeckhoudt, Louis
;
Laeven, Roger J. A.
;
Schlesinger, Harris
- In:
Journal of economic theory
185
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012415735
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
