Narrow search
Showing 1 - 10 of 142
Cover Image
The comparative statics of changes in risk revisited
Gollier, Christian - 1991
Persistent link: https://www.econbiz.de/10000827879
Cover Image
A note on portfolio selection by insurance companies and optimal participating insurance policies
Gollier, Christian; Wibaut, Serge - 1991
Persistent link: https://www.econbiz.de/10000837537
Cover Image
A note on portfolio selection by insurance companies and optimal participating insurance policies
Gollier, Christian; Wibaut, Serge - 1990
Persistent link: https://www.econbiz.de/10000810301
Cover Image
Portfolio dominance, lower conditional expectation and the monotone likelihood ratio order
Gollier, Christian - 1993
Persistent link: https://www.econbiz.de/10000881650
Cover Image
A note on portfolio selection by insurance companies and optimal participating insurance policies
Gollier, Christian; Wibaut, Serge - 1991
Persistent link: https://www.econbiz.de/10000130322
Cover Image
Intergenerational risk-sharing and risk-taking of a pension fund
Gollier, Christian - In: Journal of public economics 92 (2008) 5/6, pp. 1463-1485
Persistent link: https://www.econbiz.de/10003718235
Cover Image
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael; Da Veiga, Bernardo - In: Journal of forecasting 27 (2008) 3, pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Cover Image
A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Cover Image
Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780792
Cover Image
The Ten Commandments for optimizing Value-at-Risk and daily capital charges
McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780795