Narrow search
Showing 1 - 10 of 1,550
Cover Image
Asset pricing with spatial interaction
Kou, Steven; Peng, Xianhua; Zhong, Haowen - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2083-2101
Persistent link: https://www.econbiz.de/10011873966
Cover Image
Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: Management science : journal of the Institute for … 61 (2015) 12, pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
Cover Image
On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H. - In: Management science : journal of the Institute for … 35 (1989) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
Cover Image
A reduction method applicable to compound option formulas
Schroder, Mark D. - In: Management science : journal of the Institute for … 35 (1989) 7, pp. 823-827
Persistent link: https://www.econbiz.de/10001069579
Cover Image
Financial innovation and financial intermediation : evidence from credit default swaps
Butler, Alexander W.; Gao, Xiang; Uzmanoglu, Cihan - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3150-3173
Persistent link: https://www.econbiz.de/10012581326
Cover Image
Bank interest rate risk management
Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909
Cover Image
Managing weather risk with a neural network-based index insurance
Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327
Persistent link: https://www.econbiz.de/10015045875
Cover Image
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
Cover Image
The pricing of Japanese equity warrants
Kuwahara, Hiroto - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1610-1641
Persistent link: https://www.econbiz.de/10001135942
Cover Image
Asset pricing in a monetary economy with heterogeneous beliefs
Croitoru, Benjamin; Lu, Lei - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2203-2219
Persistent link: https://www.econbiz.de/10011372432