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Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk

Wu, Yang-Che - In: Insurance / Mathematics & economics 64 (2015), pp. 54-66

Persistent link: https://www.econbiz.de/10011397936

Capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 19 (2015) 2, pp. 94-115

Persistent link: https://www.econbiz.de/10011420789

Discussion on "capital forebearance, ex ante life insurance guaranty schemes, and interest rate uncertainty," by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, volume 19(2)

Wang, Xiao - In: North American actuarial journal 20 (2016) 1, pp. 88-93

Persistent link: https://www.econbiz.de/10011734024

Response to Xiao Wang on his comments on our paper entitled, "capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty"

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 20 (2016) 1, pp. 94

Persistent link: https://www.econbiz.de/10011734029

Option-Implied Equity Risk and the Cross-Section of Stock Returns

Chen, Te-Feng - 2016

Using forward-looking information in the options market, we introduce a new method for better identifying systematic market risk as a predictor for the cross-section of stock returns. Empirical results show that there is a significantly positive relation between our option-implied beta and...

Persistent link: https://www.econbiz.de/10012995922

Option-implied equity risk and the cross section of stock returns

Chen, Te-Feng; Chung, San-Lin; Tsai, Wei-Che - In: Financial analysts' journal : FAJ 72 (2016) 6, pp. 42-55

Persistent link: https://www.econbiz.de/10011574798