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Do investors in Green Bond market pay a premium? : global evidence

Nanayakkara, Madurika; Colombage, Sisira - In: Applied economics 51 (2019) 40, pp. 4425-4437

Persistent link: https://www.econbiz.de/10012197026

Optimal hedge ratio under a subjective re-weighting of the original measure

Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280

Persistent link: https://www.econbiz.de/10011433130

Optimal portfolio financing selection in a capital-constrained supply chain with risk-averse members

Yang, Honglin; Zhen, Zhiyuan; Wan, Hong - In: Applied economics 53 (2021) 41, pp. 4713-4733

Persistent link: https://www.econbiz.de/10012609866

Portfolio selections for insurers with ambiguity aversion : minimizing the probability of ruin

Liu, Bing; Zhang, Lihong; Zhou, Ming - In: Applied economics 56 (2024) 12, pp. 1423-1439

Persistent link: https://www.econbiz.de/10014471101

Typology for flight-to-quality episodes and downside risk measurement

Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853

Persistent link: https://www.econbiz.de/10011432728

Risk aversion, order strategy and price formation

Wang, Ming-Chang; Zu, Lon-Ping; Kuo, Chau-jung - In: Applied economics 42 (2010) 4/6, pp. 627-640

This article provides a model of order-submission strategy and price formation by analysing the optimal behaviour of risk-averse uninformed traders. According to our inference, the market dynamically adjusts the bid/ask at any moment to generate enough price improvement return in order to cover...

Persistent link: https://www.econbiz.de/10003952148