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~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Bali, Turan G."
~person:"Mao, Tiantian"
~subject:"Risiko"
~type_genre:"Article in journal"
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Risiko
Estimation
179
Schätzung
178
Exchange rate
175
Wechselkurs
175
USA
156
United States
156
Volatility
97
Volatilität
97
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85
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85
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82
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78
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Bahmani-Oskooee, Mohsen
Bali, Turan G.
Mao, Tiantian
Gupta, Rangan
91
Viscusi, W. Kip
45
Gollier, Christian
35
Eeckhoudt, Louis R.
33
Demirer, Rıza
28
Lee, Chien-chiang
25
Gozgor, Giray
24
Wang, Ruodu
24
Wong, Wing Keung
23
Balcilar, Mehmet
22
Hammoudeh, Shawkat
22
Chavas, Jean-Paul
21
Kit, Pong Wong
21
Demir, Ender
20
Wohar, Mark E.
20
Chiang, Thomas C.
19
Denuit, Michel
19
Righi, Marcelo Brutti
19
Tiwari, Aviral Kumar
19
Balli, Faruk
18
Shogren, Jason F.
18
Epstein, Larry G.
17
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17
Ji, Qiang
17
Menegatti, Mario
17
Salisu, Afees A.
17
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17
Alghalith, Moawia
16
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16
Schlesinger, Harris
16
Turvey, Calum Greig
16
Boonen, Tim J.
15
Dequech, David
15
Ma, Feng
15
Nguyen Phuc Canh
15
Rosazza Gianin, Emanuela
15
Su, Chi-Wei
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Insurance / Mathematics & economics
8
Journal of financial economics
7
Applied economics quarterly
5
ASTIN bulletin : the journal of the International Actuarial Association
2
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2
Australian economic papers
2
International economic journal
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ECONIS (ZBW)
61
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
3
Distributionally robust reinsurance with expectile
Xie, Xinqiao
;
Liu, Haiyan
;
Mao, Tiantian
;
Zhu, Xiao Bai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
Saved in:
4
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
5
Whose policy uncertainty affects commodity trade between Australia and the United States?
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
;
Saafi, Sami
- In:
Australian economic papers
62
(
2023
)
1
,
pp. 101-123
Persistent link: https://www.econbiz.de/10014308797
Saved in:
6
Whose policy uncertainty affects trade flows between Japan and the U.S.?
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
;
Saafi, Sami
- In:
Australian economic papers
62
(
2023
)
3
,
pp. 457-485
Persistent link: https://www.econbiz.de/10014380852
Saved in:
7
Whose policy uncertainty matters in the trade between mexico and the US?
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
- In:
Economic issues
28
(
2023
)
2
,
pp. 39-69
Persistent link: https://www.econbiz.de/10014441317
Saved in:
8
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
9
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
10
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
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