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person:"Epstein, Larry G."
~person:"Kit, Pong Wong"
~person:"Viscusi, W. Kip"
~subject:"CAPM"
~subject:"Währungsderivat"
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CAPM
Währungsderivat
Theorie
337
Theory
337
Risiko
96
Risk
95
Hedging
59
Decision under uncertainty
32
Entscheidung unter Unsicherheit
32
Risikoaversion
30
Risk aversion
30
Decision
29
Entscheidung
29
Nutzen
29
Utility
28
Foreign exchange management
24
USA
24
Value of life
24
Wert des Menschenlebens
24
Währungsmanagement
24
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21
Entscheidung unter Risiko
21
Derivat
20
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20
Exchange rate risk
20
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20
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20
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19
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18
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18
Erwartungsnutzen
17
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17
Currency derivative
15
Willingness to pay
15
Zahlungsbereitschaftsanalyse
15
Bewertung
14
Intertemporal choice
14
Intertemporale Entscheidung
14
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14
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14
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8
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8
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English
40
Author
All
Epstein, Larry G.
Kit, Pong Wong
Viscusi, W. Kip
Broll, Udo
59
Stambaugh, Robert F.
47
Campbell, John Y.
46
Cochrane, John H.
40
Jarrow, Robert A.
40
Ferson, Wayne E.
37
Fabozzi, Frank J.
34
Zhang, Lu
34
Hansen, Lars Peter
33
Chiarella, Carl
31
Hens, Thorsten
31
Zin, Stanley E.
31
He, Xue-zhong
30
Jagannathan, Ravi
30
Harvey, Campbell R.
29
Madan, Dilip B.
29
Bekaert, Geert
28
Hull, John
28
Zhou, Guofu
27
Yaron, Amir
26
Zilcha, Itzhak
26
Dumas, Bernard
25
Gagliardini, Patrick
25
Kan, Raymond
25
Robotti, Cesare
25
Duffie, Darrell
24
Hommes, Cars H.
24
Korajczyk, Robert A.
24
Wahl, Jack E.
24
Longstaff, Francis A.
23
Renault, Eric
23
Bansal, Ravi
22
Hodrick, Robert J.
22
Lettau, Martin
22
Gouriéroux, Christian
21
Lo, Andrew W.
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Fama, Eugene F.
20
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National Bureau of Economic Research
2
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1
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Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
4
Bulletin of economic research
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
NBER Working Paper
2
The journal of futures markets
2
The review of financial studies
2
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1
CIRANO - Scientific Publications 2012s-29
1
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1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
International economic journal
1
International economic review
1
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1
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1
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1
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1
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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)
40
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21
The independence axiom and asset returns
Epstein, Larry G.
;
Zin, Stanley E.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 537-572
Persistent link: https://www.econbiz.de/10001655354
Saved in:
22
Cross-hedging with currency options and futures
Kit, Pong Wong
;
Chang, Eric Chieh
-
2001
Persistent link: https://www.econbiz.de/10001639113
Saved in:
23
Hedging and nonlinear risk exposure
Broll, Udo
;
Chow, Kong-wing
;
Kit, Pong Wong
- In:
Oxford economic papers
53
(
2001
)
2
,
pp. 281-296
Persistent link: https://www.econbiz.de/10001569866
Saved in:
24
Hedging with mismatched currencies
Broll, Udo
(
contributor
);
Kit, Pong Wong
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522343
Saved in:
25
Hedging with mismatched currencies
Broll, Udo
;
Kit, Pong Wong
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 859-875
Persistent link: https://www.econbiz.de/10001443374
Saved in:
26
Hedging of exchange rate risk and regression dependence
Broll, Udo
;
Kit, Pong Wong
-
1997
Persistent link: https://www.econbiz.de/10000646869
Saved in:
27
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
- In:
Journal of economic theory
67
(
1995
)
1
,
pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
Saved in:
28
A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G.
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10001189787
Saved in:
29
Cournot oligopoly and systematic risk
Kit, Pong Wong
- In:
Journal of economics & business
47
(
1995
)
4
,
pp. 385-395
Persistent link: https://www.econbiz.de/10001191356
Saved in:
30
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
2
,
pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
Saved in:
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