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Dividend derivatives

Tunaru, Radu - 2014

Persistent link: https://www.econbiz.de/10010469226

Political risk in Hong Kong and Taiwan : pricing the China factor

Clark, Ephraim - In: Journal of economic integration 13 (1998) 2, pp. 276-291

Persistent link: https://www.econbiz.de/10001337840

Dividend derivatives

Tunaru, Radu - In: Quantitative finance 18 (2018) 1, pp. 63-81

Persistent link: https://www.econbiz.de/10011905830

Pricing and hedging basket options with exact moment matching

Leccadito, Arturo; Paletta, Tommaso; Tunaru, Radu - In: Insurance / Mathematics & economics 69 (2016), pp. 59-69

Persistent link: https://www.econbiz.de/10011530924

Measures of model risk for continuous-time finance models

Lazar, Emese; Qi, Shuyuan; Tunaru, Radu - 2024

Persistent link: https://www.econbiz.de/10015338808

Note on asset proportions stochastic dominance and 50 % rule

Clark, Ephraim; Jokung, Octave - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 351-357). 1999

Persistent link: https://www.econbiz.de/10001739720

Exploiting stochastic dominance to generate abnormal stock returns

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial markets 20 (2014), pp. 20-38

Persistent link: https://www.econbiz.de/10010442398

New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management

Chan, Raymond H. - 2020

This paper develops new financial theory to link the third order stochastic dominance for risk-averse and risk-seeking investors and provide illustration of application in risk management. We present some interesting new properties of third order stochastic dominance (TSD) for risk-averse and...

Persistent link: https://www.econbiz.de/10012850629

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132

Persistent link: https://www.econbiz.de/10012297611

New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020

Persistent link: https://www.econbiz.de/10012384554