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person:"Acharya, Viral V."
~person:"Mao, Tiantian"
~person:"Rausser, Gordon C."
~person:"Weber, Martin"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk"
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Acharya, Viral V.
Mao, Tiantian
Rausser, Gordon C.
Weber, Martin
Gupta, Rangan
94
Viscusi, W. Kip
47
Eeckhoudt, Louis R.
42
Gollier, Christian
41
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29
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Demirer, Rıza
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Chavas, Jean-Paul
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Hammoudeh, Shawkat
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ECONIS (ZBW)
50
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11
Characterizations of risk aversion in cumulative prospect theory
Mao, Tiantian
;
Yang, Fan
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 303-328
Persistent link: https://www.econbiz.de/10012055812
Saved in:
12
Focusing on volatility information instead of portfolio weights as an aid to investor decisions
Ehm, Christian
;
Laudenbach, Christine
;
Weber, Martin
- In:
Experimental economics : a journal of the Economic …
21
(
2018
)
2
,
pp. 457-480
Persistent link: https://www.econbiz.de/10011941945
Saved in:
13
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
14
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
15
Lending implications of U.S. bank stress tests : costs or benefits?
Acharya, Viral V.
;
Berger, Allen N.
;
Roman, Raluca A.
- In:
Journal of financial intermediation
34
(
2018
),
pp. 58-90
Persistent link: https://www.econbiz.de/10012114243
Saved in:
16
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
17
Pretrade and risk-based clearing : a case study of American International Group's super senior CDS portfolio 2005-2008
Balson, William E.
;
Rausser, Gordon C.
- In:
Journal of financial economic policy
8
(
2016
)
2
,
pp. 228-247
Persistent link: https://www.econbiz.de/10011697639
Saved in:
18
Nash bargaining and risk aversion
Rausser, Gordon C.
;
Simon, Leo K.
- In:
Games and economic behavior
95
(
2016
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011780168
Saved in:
19
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
20
Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of may 2005
Acharya, Viral V.
;
Schaefer, Stephen M.
;
Zhang, Yilie
- In:
The quarterly journal of finance
5
(
2015
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10011301003
Saved in:
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