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Fixing risk neutral risk measures
Stein, Harvey J. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
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Investment timing under regime switching
Elliott, Robert J.; Miao, Hong; Yu, Jin - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 443-463
Persistent link: https://www.econbiz.de/10003879069
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A model for the long-term optimal capacity level of an investment project
Løkka, Arne; Zervos, Mihail - In: International journal of theoretical and applied finance 14 (2011) 2, pp. 187-196
Persistent link: https://www.econbiz.de/10008992185
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Risk seeking, nonconvex remuneration and regime switching
Barucci, Emilio; Marazzina, Daniele - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10011403197
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Driving force in investment
Capocci, Andrea; Zhang, Yi-cheng - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 511-522
Persistent link: https://www.econbiz.de/10001523036
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Robust asset allocation for long-term target-based investing
Forsyth, Peter A.; Vetzal, Kenneth R. - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686943
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The proper use of risk measures in portfolio theory
Ortobelli, Sergio; Račev, Svetlozar T.; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
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On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan; Slim, Skander - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
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The relative risk performance of Islamic finance : a new guide to less risky investments
Al-Zoubi, Haitham A.; Maghyereh, Aktham I. - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 235-249
Persistent link: https://www.econbiz.de/10003441952
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An analysis of the supply curve for liquidity risk through book data
Blais, Marcel; Protter, Philip E. - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 821-838
Persistent link: https://www.econbiz.de/10008905116