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Theorie
67
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67
Portfolio selection
33
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33
Option pricing theory
29
Optionspreistheorie
29
Risiko
29
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29
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20
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19
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19
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15
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13
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13
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1
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97
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3
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English
139
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40
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3
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Bernard, Carole
171
Vanduffel, Steven
59
Cui, Zhenyu
23
Le Courtois, Olivier
21
MacKay, Anne
16
Quittard-Pinon, François
15
Boyle, Phelim P.
13
Tian, Weidong
9
Ghossoub, Mario
7
Rüschendorf, Ludger
7
Bondarenko, Oleg
6
Chen, Jit Seng
6
De Gennaro Aquino, Luca
6
Kazzi, Rodrigue
6
McLeish, Don
6
Ye, Jiang
5
De Vecchi, Corrado
4
Hardy, Mary Rosalyn
4
McLeish, Don L.
4
Quittard-Pinon, Francois
4
Boyle, Phelim
3
Courtois, Olivier Le
3
Ji, Shaolin
3
Lux, Thibaut
3
Rheinberger, Christoph M.
3
Tang, Junsen
3
Treich, Nicolas
3
Wang, Ruodu
3
Abou Daya, Mohamad Hassan
2
Augustyniak, Maciej
2
Caporin, Massimiliano
2
Cornilly, Dries
2
Feng, Runhuan
2
Forde, Martin
2
Gornall, Will
2
Gornall, William
2
He, Xue Dong
2
Jacquier, Antoine
2
Jiang, Xiao
2
Junike, Gero
2
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arXiv.org
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Insurance / Mathematics & economics
5
International journal of theoretical and applied finance
5
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5
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5
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4
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3
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3
Finance and stochastics
3
Insurance: Mathematics and Economics
3
Journal of economic dynamics & control
3
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3
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3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
Journal of Risk & Insurance
2
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
North American actuarial journal
2
The Geneva Risk and Insurance Review
2
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2
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Mathematical Finance
1
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1
Asia-Pacific Financial Markets
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1
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1
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1
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1
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ECONIS (ZBW)
139
RePEc
22
OLC EcoSci
14
BASE
4
EconStor
2
Other ZBW resources
1
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91
Asset risk management of participating contracts
Bernard, Carole
;
Le Courtois, Olivier
- In:
Asia-Pacific journal of risk and insurance : APJRI
6
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010126513
Saved in:
92
Locally capped investment products and the retail investor
Bernard, Carole
;
Boyle, Phelim P.
;
Gornall, William
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 72-88
Persistent link: https://www.econbiz.de/10009229660
Saved in:
93
A natural hedge for equity indexed annuities
Bernard, Carole
;
Boyle, Phelim P.
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 211-230
Persistent link: https://www.econbiz.de/10009297550
Saved in:
94
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10003775152
Saved in:
95
Evaluation en fair value de contrats participatifs
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 73-107
Persistent link: https://www.econbiz.de/10003229686
Saved in:
96
Optimal reinsurance arrangements under tail risk measures
Bernard, Carole
;
Tian, Weidong
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 709-725
Persistent link: https://www.econbiz.de/10003877877
Saved in:
97
A study of mutual insurance for bank deposits
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
The Geneva risk and insurance review
30
(
2005
)
2
,
pp. 129-146
Persistent link: https://www.econbiz.de/10003226632
Saved in:
98
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
99
Catastrophe aversion and risk equity in an interdependent world
Bernard, Carole
;
Rheinberger, Christoph M.
;
Treich, Nicolas
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4490-4504
Persistent link: https://www.econbiz.de/10011932558
Saved in:
100
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
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