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CAPM
Theorie
55
Theory
55
Risiko
21
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21
Option pricing theory
16
Optionspreistheorie
16
Portfolio selection
16
Portfolio-Management
16
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Optionsgeschäft
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Risikomanagement
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Yang, Hailiang
4
Yam, Sheung Chi Phillip
2
Chesney, Marc
1
Elliott, Robert J.
1
Fu, Jun
1
Gerber, Hans U.
1
Madan, Dilip B.
1
Pafumi, Gérard
1
Siu, Chi Chung
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European journal of operational research : EJOR
2
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
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2
Equilibruim approach of asset pricing under Lévy process
Fu, Jun
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 701-708
Persistent link: https://www.econbiz.de/10009656149
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3
Optimal asset allocation: Risk and information uncertainty
Yam, Sheung Chi Phillip
;
Yang, Hailiang
;
Yuen, Fei Lung
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 554-561
Persistent link: https://www.econbiz.de/10011444354
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4
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
5
Utility functions: from risk theory to finance
Gerber, Hans U.
;
Pafumi, Gérard
-
1997
Persistent link: https://www.econbiz.de/10000971721
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