Narrow search
Showing 1 - 10 of 94
Cover Image
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki; Nakagawa, Kei - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Cover Image
The cost of uncertainty about the timing of social security reform
Caliendo, Frank; Gorry, Aspen; Slavov, Sita N. - 2015
Persistent link: https://www.econbiz.de/10011372551
Cover Image
The foreign exchange risk premium in a target zone with devaluation risk
Svensson, Lars E. O. - 1990
Persistent link: https://www.econbiz.de/10000800637
Cover Image
Nonlinear taxation of risky assets and investment, with application to mining
MacKie-Mason, Jeffrey K. - 1988
Persistent link: https://www.econbiz.de/10000757943
Cover Image
Uncertainty and liquidity
Giovannini, Alberto - 1987
Persistent link: https://www.econbiz.de/10000724900
Cover Image
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000637525
Cover Image
Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 1999
Persistent link: https://www.econbiz.de/10001376928
Cover Image
Contrarian investment, extrapolation, and risk
Lakonishok, Josef - 1993
Persistent link: https://www.econbiz.de/10000870674
Cover Image
Risk-adjusted performance of portfolio insurance and investors' preferences
Tawil, Dima - In: Finance research letters 24 (2018), pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
Cover Image
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511