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A copula-based approach for generating lattices

Wang, Tianyang; Dyer, James S.; Hahn, Warren J. - In: Review of derivatives research 18 (2015) 3, pp. 263-289

Persistent link: https://www.econbiz.de/10011477303

Sensitivity analysis of decision making under dependent uncertainties using copulas

Wang, Tianyang; Dyer, James S.; Hahn, Warren J. - In: EURO Journal on decision processes 5 (2017) 1/4, pp. 117-139

Persistent link: https://www.econbiz.de/10011777820

Valuing multifactor real options using an implied binomial tree

Wang, Tianyang; Dyer, James S. - In: Decision analysis : a journal of the Institute for … 7 (2010) 2, pp. 185-195

Persistent link: https://www.econbiz.de/10003980628

Reference Point Formation - Does the Market Whisper in the Background?

Wang, Tianyang - 2017

Experimental studies in behavioral finance historically have confirmed that subjects are highly influenced by reference points when making economic decisions. A recent study by Baucells, Weber and Welfens (2011) analyzed the dynamics of reference price formation using experimental methods with...

Persistent link: https://www.econbiz.de/10012948773

International stock volatility predictability : new evidence from uncertainties

Wang, Jiqian; Ma, Feng; Wang, Tianyang; Wu, Lan - In: Journal of international financial markets, … 85 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014433290

The response of bond prices to insurer ratings changes

Miao, Hong; Ramchander, Sanjay; Wang, Tianyang - In: The Geneva papers on risk and insurance - issues and … 39 (2014) 2, pp. 389-413

Persistent link: https://www.econbiz.de/10010354082

Life insurer cost of equity with asymmetric risk factors

Bajtelsmit, Vickie; Villupuram, Sriram V.; Wang, Tianyang - In: The financial review : the official publication of the … 50 (2015) 3, pp. 435-457

Persistent link: https://www.econbiz.de/10011338149

Influential factors in crude oil price forecasting

Miao, Hong; Ramchander, Sanjay; Wang, Tianyang; Yang, … - In: Energy economics 68 (2017), pp. 77-88

Persistent link: https://www.econbiz.de/10011905007

An examination of the flow characteristics of crude oil : evidence from risk-neutral moments

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Energy economics 54 (2016), pp. 213-223

Persistent link: https://www.econbiz.de/10011662818

Optimal enterprise risk management and decision making with shared and dependent risks

Ai, Jing; Brockett, Patrick L.; Wang, Tianyang - In: The journal of risk and insurance : the journal of the … 84 (2017) 4, pp. 1127-1169

Persistent link: https://www.econbiz.de/10011790005

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