Similar Search Results

Abnormal profit opportunities and the informational advantage of high frequency trading

Jarrow, Robert A.; Li, Hao - In: The quarterly journal of finance 3 (2013) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10010245481

Foreign currency bubbles

Jarrow, Robert A.; Protter, Philip E. - In: Review of derivatives research 14 (2011) 1, pp. 67-83

Persistent link: https://www.econbiz.de/10009272490

Who would invest only in the risk-free asset?

Azevedo, N.; Pinheiro, D.; Xanthopoulos, S. Z.; … - In: International journal of financial engineering 5 (2018) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10011923046

Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process

Fard, Farzad Alavi; Rong, Ning - In: Annals of finance 10 (2014) 2, pp. 315-332

Persistent link: https://www.econbiz.de/10010350833

On the method of optimal portfolio choice by cost-efficiency

Rüschendorf, Ludger; Wolf, Viktor - In: Applied mathematical finance 23 (2016) 1/2, pp. 158-173

Persistent link: https://www.econbiz.de/10011547051

Maximum entropy evaluation of asymptotic hedging error under a generalised jump-diffusion model

Fard, Farzad Alavi; Doko Tchatoka, Firmin; … - 2015

Persistent link: https://www.econbiz.de/10011502469

Asset pricing using trading volumes in a hidden regime-switching environment

Elliott, Robert J.; Siu, Tak Kuen - In: Asia-Pacific financial markets 22 (2015) 2, pp. 133-149

Persistent link: https://www.econbiz.de/10011377522

A comonotonic image of independence for additive risk measures

Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A.; … - 2004

This paper presents a new axiomatic characterization of risk measures that are additive for independent random variables. In contrast to previous work, we include an axiom that guarantees monotonicity of the risk measure. Furthermore, the axiom of additivity for independent random variables is...

Persistent link: https://www.econbiz.de/10011334834

Stop-loss protection for a large P2P insurance pool

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 100 (2021), pp. 210-233

Persistent link: https://www.econbiz.de/10012622390

Multi-step barrier products and static hedging

Lee, Hangsuck; Choi, Yang Ho; Lee, Gaeun - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013449307