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Idiosyncratic skewness and cross-section of stock returns : evidence from Taiwan
Lin, Mei-Chen; Lin, Yu-Ling - In: International review of financial analysis 77 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805868
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Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel; Molčanov, Il'ja S. - In: Finance and stochastics 25 (2021) 1, pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
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Risk measures with the CxLS property
Delbaen, Freddy; Bellini, Fabio; Bignozzi, Valeria; … - In: Finance and stochastics 20 (2016) 2, pp. 433-453
Persistent link: https://www.econbiz.de/10011471250
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Objectivist misinterpretations of Bayesian nuances in portfolio theory and the models
Phillips, Herbert E. - In: International review of financial analysis 2 (1993) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10001162880
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Bulls, bears, and value line's rankings
Moy, Ronald L. - In: International review of economics & finance : IREF 4 (1995) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10001188905
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Scenario simulation: theory and methodology
Jamshidian, Farshid - In: Finance and stochastics 1 (1997) 1, pp. 43-67
Persistent link: https://www.econbiz.de/10001215730
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Risk measures for processes and BSDEs
Penner, Irina; Réveillac, Anthony - In: Finance and stochastics 19 (2015) 1, pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul; Wang, Bin; Wang, Ruodu - In: Finance and stochastics 19 (2015) 4, pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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Valuation and analysis of contingent convertible securities with jump risk
Yang, Zhaojun; Zhao, Zhiming - In: International review of financial analysis 41 (2015), pp. 124-135
Persistent link: https://www.econbiz.de/10011508616
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Stock market expectations and risk aversion of individual investors
Lee, Boram; Rosenthal, Leonard; Veld, Chris H.; Veld- … - In: International review of financial analysis 40 (2015), pp. 122-131
Persistent link: https://www.econbiz.de/10011475682