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It's not now or never : implications of investment timing and risk aversion on climate adaptation to extreme events

Truong, Chi; Trück, Stefan - In: European journal of operational research : EJOR 253 (2016) 3, pp. 856-868

Persistent link: https://www.econbiz.de/10011494108

Second order of stochastic dominance efficiency vs mean variance efficiency

Malavasi, Matteo; Ortobelli Lozza, Sergio; Trück, Stefan - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1192-1206

Persistent link: https://www.econbiz.de/10012495268

Managing risks from climate impacted hazards : the value of investment flexibility under uncertainty

Truong, Chi; Trück, Stefan; Mathew, Supriya - In: European journal of operational research : EJOR 269 (2018) 1, pp. 132-145

Persistent link: https://www.econbiz.de/10011864223

Optimal Investment Timing for Flood Risk Adaptation in Presence of Trend, Seasonality and Stochastic Interest Rates

Truong, Chi; Goldstein, Michael A.; Trück, Stefan - 2022

This paper deals with ‘investment timing’, or how to make decisions on long-term investments to mitigate catastrophic risk where the risk is driven by trends and seasonality, and interest rates vary stochastically over time. Our model combines real options theory, extreme value theory and...

Persistent link: https://www.econbiz.de/10014239039

Applied mean-ETL optimization in using earnings forecasts

Shao, Barret Pengyuan; Rachev, Svetlozar T.; Mu, Yu - In: International journal of forecasting 31 (2015) 2, pp. 561-567

Persistent link: https://www.econbiz.de/10011474402

Detecting asymmetries in observed linear time series and unobserved disturbances

Kurz-Kim, Jeong-Ryeol (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 131-143

Persistent link: https://www.econbiz.de/10001769628

Equity premium puzzle or faulty economic modelling?

Shirvani, Abootaleb; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1329-1342

Persistent link: https://www.econbiz.de/10012549795

Multiple subordinated modeling of asset returns : implications for option pricing

Shirvani, Abootaleb; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Econometric reviews 40 (2021) 3, pp. 290-319

Persistent link: https://www.econbiz.de/10012515600

A natural disasters index

Mahanama, Thilini; Shirvani, Abootaleb; Račev, Svetlozar T. - In: Environmental economics and policy studies : the … 24 (2022) 2, pp. 263-284

Persistent link: https://www.econbiz.de/10013199401

Option pricing in an investment risk-return setting

Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638

Persistent link: https://www.econbiz.de/10012875529