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Employee stock option-implied risk attitude under Rank-Dependent Expected Utility
Bahaji, Hamza; Casta, Jean-François - In: Economic modelling 52 (2016), pp. 144-154
Persistent link: https://www.econbiz.de/10011645588
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Equity portfolio insurance against a benchmark : setting, replication and optimality
Bahaji, Hamza - In: Economic modelling 40 (2014), pp. 382-391
Persistent link: https://www.econbiz.de/10010425588
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How rational could VIX investing be?
Bahaji, Hamza; Aberkane, Salah - In: Economic modelling 58 (2016), pp. 556-568
Persistent link: https://www.econbiz.de/10011647532