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Option prices in a model with stochastic disaster risk
Seo, Sang Byung; Wachter, Jessica - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3449-3469
Persistent link: https://www.econbiz.de/10012062624
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Catastrophe aversion and risk equity in an interdependent world
Bernard, Carole; Rheinberger, Christoph M.; Treich, Nicolas - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4490-4504
Persistent link: https://www.econbiz.de/10011932558
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Panic selling when disaster strikes : evidence in the bond and stock markets
Huynh, Thanh D.; Xia, Ying - In: Management science : journal of the Institute for … 69 (2023) 12, pp. 7448-7467
Persistent link: https://www.econbiz.de/10014444144
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Managing catastrophic climate risks under model uncertainty aversion
Berger, Loïc; Emmerling, Johannes; Tavoni, Massimo - In: Management science : journal of the Institute for … 63 (2017) 3, pp. 749-765
Persistent link: https://www.econbiz.de/10011656381
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Global disaster risk matters
Chen, Jian; Yao, Jiaquan; Zhang, Qunzi; Zhu, Xiaoneng - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 576-597
Persistent link: https://www.econbiz.de/10014289679
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Cultivating disaster donors using data analytics
Ryzhov, Ilya O.; Han, Bin; Bradić, Jelena - In: Management science : journal of the Institute for … 62 (2016) 3, pp. 849-866
Persistent link: https://www.econbiz.de/10011453581
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How near-miss events amplify or attenuate risky decision making
Tinsley, Catherine H.; Robin L. Dillon; Cronin, Matthew A. - In: Management science : journal of the Institute for … 58 (2012) 9, pp. 1596-1613
Persistent link: https://www.econbiz.de/10009655724
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Inventory in times of war
Jola-Sanchez, Andres F.; Serpa, Juan Camilo - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6457-6479
Persistent link: https://www.econbiz.de/10012666694
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Asymmetric effects if favorable and unfavorable information on decision making under ambiguity
Peysakhovich, Alexander; Karmarkar, Uma R. - In: Management science : journal of the Institute for … 62 (2016) 8, pp. 2163-2178
Persistent link: https://www.econbiz.de/10011539479
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Robust comparative statics of risk changes
Nocetti, Diego - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1381-1392
Persistent link: https://www.econbiz.de/10011487490