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The value of private versus public risk and pure altruism : an experimental test
Messer, Kent D.; Poe, Gregory L.; Schulze, Willliam D. - In: Applied economics 45 (2013) 7/9, pp. 1089-1097
Persistent link: https://www.econbiz.de/10009718451
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Does uncertainty dampen corporate leverage? : empirical analysis of demand and supply channels
Priya, Pragati; Sharma, Chandan - In: Applied economics 56 (2024) 39, pp. 4702-4717
Persistent link: https://www.econbiz.de/10014560392
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Political uncertainty and corporate debt financing : empirical evidence from China
Lv, Miaochen; Bai, Manying - In: Applied economics 51 (2019) 13, pp. 1433-1449
Persistent link: https://www.econbiz.de/10012196550
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The impact of regulatory change on EU energy utility returns : the three liberalization packages
Tulloch, Daniel J.; Diaz-Rainey, Ivan; Premachandra, I. M. - In: Applied economics 50 (2018) 9, pp. 957-972
Persistent link: https://www.econbiz.de/10011848200
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Assessing impact of regulatory risk on shareholders' wealth
Angeles, Joseph Emmanuel Lukban - In: Applied economics 49 (2017) 2, pp. 202-212
Persistent link: https://www.econbiz.de/10011810550
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Beta, non-systematic risk and portfolio selection
Dowen, Richard J. - In: Applied economics 20 (1988) 2, pp. 221-228
Persistent link: https://www.econbiz.de/10001047162
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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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Longevity bond premiums : the extreme value approach and risk cubic pricing
Chen, Hua; Cummins, John David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10003953327
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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki; Kurachi, Yoshiyuki - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
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Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach
Stadje, Mitja - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 391-404
Persistent link: https://www.econbiz.de/10008747001