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Conference Measuring and Managing Ethical Risk: How Investing in Ethiics Adds Value <1999, Notre Dame, Ind.>
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ECONIS (ZBW)
1,406
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31
Portfolio choice and mortality-contingent claims : the general HARA case
Huang, Huaxiong
;
Milevsky, Moshe Arye
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2444-2452
Persistent link: https://www.econbiz.de/10003787225
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32
Deviations from optimal CEO ownership and firm value
Tong, Zhenxu
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2462-2470
Persistent link: https://www.econbiz.de/10003787227
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33
Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.
;
Veiga, H.
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
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34
Time-consistency in managing a commodity portfolio : a dynamic risk measure approach
Geman, Hélyette
;
Ohana, Steve
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 1991-2005
Persistent link: https://www.econbiz.de/10003778564
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35
Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen
;
Cartea, Álvaro
;
Kiesel, Rüdiger
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2006-2021
Persistent link: https://www.econbiz.de/10003778569
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36
Analytical pricing of discretely monitored Asian-style options :
theory
and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
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37
Robust optimization of conditional value at risk and portfolio selection
Quaranta, Anna Grazia
;
Zaffaroni, Alberto
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2046-2056
Persistent link: https://www.econbiz.de/10003778582
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38
Information acquisition and financial contagion
Hasman, Augusto
;
Samartín Sáenz, Margarita
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2136-2147
Persistent link: https://www.econbiz.de/10003778661
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39
Tunneling and propping : a justification for pyramidal ownership
Riyanto, Yohanes Eko
;
Toolsema-Veldman, Linda Adriana
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2178-2187
Persistent link: https://www.econbiz.de/10003778690
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40
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
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