Equity basket correlation is an important risk factor. It characterizes the strength of linear dependence between … return series, and under the risk neutral measure from option prices. The difference between the two estimates motivates a so … of computational burden and estimation error. First the number of correlation coefficients to be estimated would grow …

and downside risk. Evidence from major advanced markets markets markets markets supports the supports the notion that … notion that notion that downside risk measured by value value value-at -risk ( risk (VaRVaRVaR) has significant information … moments of risk for for predict redict ing stock returns. stock returns. stock returns. stock returns. The e The e vidence …

functions show a region of risk proclivity that is reproduced by adopting the hypothesis of heterogeneous individual investors … ; pricing kernel ; behvioral finance , risl aversion ; risk proclivity ; Heston model …

technique for identifying activated brain regions: Cluster, Estimation, Activation and Decision (CEAD) method. Our analysis is … activation between conditions. This sequence of Cluster, Estimation, Activation and Decision admits a model-free analysis of the … local BOLD signal. Applying a GLM on the DSFM-based time series resulted in a significant correlation between the risk of …

Risiko verbinden ließe, wenn man nur die Finanzprodukte entsprechend gestaltete, hat sich diese Wahnvorstellung … Risikos angesprochen. -- pricing kernels ; risk aversion ; risk neutral density …