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Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Mathematics and financial economics 14 (2020) 2, pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
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Dynamic asset allocation with event risk, transaction costs and predictable returns
Simonato, Jean-Guy - In: Mathematics and financial economics 12 (2018) 4, pp. 561-587
Persistent link: https://www.econbiz.de/10011963881
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Consumption-investment problem with pathwise ambiguity under logarithmic utility
Liang, Zongxia; Ma, Ming - In: Mathematics and financial economics 13 (2019) 4, pp. 519-541
Persistent link: https://www.econbiz.de/10012055872
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On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša; Henderson, Vicky; Lazrak, Ali - In: Mathematics and financial economics 8 (2014) 4, pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
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Natural risk measures
Assa, Hirbod - In: Mathematics and financial economics 10 (2016) 4, pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
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Measuring risk with multiple eligible assets
Farkas, Walter; Koch Medina, Pablo; Munari, Cosimo-Andrea - In: Mathematics and financial economics 9 (2015) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
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Dual representations for systemic risk measures
Ararat, Çağın; Rudloff, Birgit - In: Mathematics and financial economics 14 (2020) 1, pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
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On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio; Tangpi, Ludovic - In: Mathematics and financial economics 14 (2020) 3, pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
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The robust Merton problem of an ambiguity averse investor
Biagini, Sara; Pınar, Mustafa Ç. - In: Mathematics and financial economics 11 (2017) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
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The effect of market power on risk-sharing
Anthropelos, Michail - In: Mathematics and financial economics 11 (2017) 3, pp. 323-368
Persistent link: https://www.econbiz.de/10011900565