Narrow search
Showing 1 - 6 of 6
Cover Image
Option pricing with stochastic liquidity risk : theory and evidence
Feng, Shih-ping; Hung, Mao-Wei; Wang, Yaw-huei - In: Journal of financial markets 18 (2014), pp. 77-95
Persistent link: https://www.econbiz.de/10010442476
Cover Image
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
Cover Image
Incorporating model uncertainty into optimal insurance contract design
Pflug, Georg; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 68-74
Persistent link: https://www.econbiz.de/10011702048
Cover Image
A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching - In: International journal of financial research 5 (2014) 3, pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Cover Image
On the systematic downside risk measure : a note
Jan, Yin-Ching - In: International journal of financial research 7 (2016) 5, pp. 51-55
Persistent link: https://www.econbiz.de/10011579743
Cover Image
New risk measure and idiosyncratic risk in Taiwan stock market
Jan, Yin-ching; Chiu, Su-ling; Wang, Jerry M. C. - In: International journal of financial research 4 (2013) 2, pp. 77-82
Persistent link: https://www.econbiz.de/10010205113