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Extreme correlation of defaults and LGDs
Hu, Yen-ting (contributor) - 2007
Persistent link: https://www.econbiz.de/10003417548
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Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen (contributor); Cartea, Álvaro (contributor) - 2006
Persistent link: https://www.econbiz.de/10003384971
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Relative performance, risk and entry in the mutual fund industry
Lóránth, Gyöngyi (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386966
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Belief heterogeneity and survival in incomplete markets
Coury, Tarek (contributor); Sciubba, Emanuela (contributor) - 2005
Persistent link: https://www.econbiz.de/10003386973
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When supply meets demand : the case of hourly spot electricity prices
Boogert, Alexander (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003436750
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Ex ante versus ex post regulation of bank capital
Daripa, Arupratan (contributor); Varotto, Simone (contributor) - 2005
Persistent link: https://www.econbiz.de/10003266289
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Monetary policy in the presence of imperfect observability of the objectives of central bankers
Salsano, Francesco (contributor) - 2005
Persistent link: https://www.econbiz.de/10003266292
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The impact of consumer confidence on expected utility maximization : a contribution to the equity premium puzzle literature
Merella, Vincenzo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003266300
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Profit-sharing as the optimal wage contract
Hori, Kenjiro (contributor) - 2005
Persistent link: https://www.econbiz.de/10003266303
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Promotion tournaments with multiple tasks
Kiyotaki, Fumi (contributor) - 2008
This article analyses promotion tournaments where candidates engage in multiple tasks. We consider a promotion rule where the winner of the promotion tournament is randomly selected from the best performers at each task. The promotion tournament can achieve an efficient outcome for any...
Persistent link: https://www.econbiz.de/10003753101