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Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian; Ma, Chenghu - In: Applied economics 48 (2016) 34/36, pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
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Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
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Optimal portfolio and consumption choices of retirees with uncertain lifetimes under cumulative prospect theory
Deng, Liurui; Liu, Zilan; Tan, Jie - In: Applied economics 54 (2022) 49, pp. 5690-5716
Persistent link: https://www.econbiz.de/10013411249
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Portfolio selections for insurers with ambiguity aversion : minimizing the probability of ruin
Liu, Bing; Zhang, Lihong; Zhou, Ming - In: Applied economics 56 (2024) 12, pp. 1423-1439
Persistent link: https://www.econbiz.de/10014471101
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Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad; Goodwin, Barry K. - In: Applied economics 53 (2021) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
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Expected utility, skewness, and the baseball betting market
Woodland, Bill M.; Woodland, Linda M. - In: Applied economics 31 (1999) 3, pp. 337-345
Persistent link: https://www.econbiz.de/10001364514
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A target level of risk model of respiratory pathologies and smoking behaviour
Menahem, Georges - In: Applied economics 31 (1999) 6, pp. 709-722
Persistent link: https://www.econbiz.de/10001418960
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Why do retired workers claim their social security benefits so early? : a potential explanation based on the cumulative prospect theory
Guo, Rui; Sun, Wei; Wang, Jianqiu; Xiao, Gang - In: Applied economics 52 (2020) 5, pp. 490-505
Persistent link: https://www.econbiz.de/10012197428
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Optimal portfolio financing selection in a capital-constrained supply chain with risk-averse members
Yang, Honglin; Zhen, Zhiyuan; Wan, Hong - In: Applied economics 53 (2021) 41, pp. 4713-4733
Persistent link: https://www.econbiz.de/10012609866
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Precautionary savings of agents with heterogeneous risk aversion
Limosani, Michele; Millemaci, Emanuele - In: Applied economics 46 (2014) 19/21, pp. 2342-2361
Persistent link: https://www.econbiz.de/10010417254