Disaggregating marketplace attitudes toward risk : a contingent-claim-based model
Year of publication: |
2009
|
---|---|
Authors: | Neave, Edwin H. ; Yang, Jun |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 7/9, p. 719-733
|
Subject: | Risikopräferenz | Risk attitude | Optionspreistheorie | Option pricing theory |
-
An overreaction implementation of the coherent market hypothesis and option pricing
Schöbel, Rainer, (2006)
-
Risk preference based option pricing in a fractional Brownian market
Rostek, Stefan, (2006)
-
Lai, Rose Neng, (2009)
- More ...
-
Distinguishing upside potential from downside risk
Neave, Edwin H., (2008)
-
Dominance Relations Among Standardized Variable
Milne, Frank, (1993)
-
Standardized Variables and Optimal Risky Investment
Milne, Frank, (1995)
- More ...