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Pinning
in the S&P 500 Futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
-
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
-
2010
the strike price. In line with increased options activity,
pinning
becomes more pronounced in recent years. …
Persistent link: https://www.econbiz.de/10008692000
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2
Unequal Returns: Using the Atkinson Index to Measure Financial Risk
Fischer, Thomas
;
Lundtofte, Frederik
-
2018
We apply the Atkinson (1970) inequality index to time series of asset returns to offer a novel measure of financial risk consistent with expected-utility theory. This measure is converted to a certainty-equivalent return serving as a performance measure. We extend the Atkinson index to HARA...
Persistent link: https://www.econbiz.de/10013208825
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3
A decomposition of labor earnings growth : recovering gaussianity?
Pora, Pierre
;
Wilner, Lionel
-
2019
Persistent link: https://www.econbiz.de/10012237266
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4
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue
;
Punzo, Antonio
;
Otneim, Håkon
;
Maruotti, …
-
2023
Persistent link: https://www.econbiz.de/10014431361
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5
Fat tailed DSGE models : a survey and new results
Dave, Chetan
;
Sorge, Marco M.
-
2023
Persistent link: https://www.econbiz.de/10014227191
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