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The banking firm under ambiguity aversion

Broll, Udo; Welzel, Peter; Kit, Pong Wong - 2016

We examine risk taking when the bank's preferences exhibit smooth ambiguity aversion. Ambiguity is modeled by a second-order probability distribution that captures the bank's uncertainty about which of the subjective beliefs govern the financial asset return risk. Ambiguity preferences are...

Persistent link: https://www.econbiz.de/10011541280

Greater downside risk aversion in the large

Keenan, Donald C.; Snow, Arthur - In: 35th Seminar of the European Group of Risk and …, (pp. 1-12). 2008

Persistent link: https://www.econbiz.de/10003852384

On the possibility of profitable self-selection contracts in competitive insurance markets

Snow, Arthur - In: The journal of risk and insurance : the journal of the … 76 (2009) 2, pp. 249-259

Persistent link: https://www.econbiz.de/10003868618

Ambiguity aversion and the propensities for self-insurance and self-protection

Snow, Arthur - In: Journal of risk and uncertainty : JRU 42 (2011) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10008902913

Cross-hedging for the multinational firm under exchange rate uncertainty

Kit, Pong Wong - In: International business and finance issues, (pp. 149-167). 2007

Persistent link: https://www.econbiz.de/10003708915

Hedging, liquidity, and the multinational firm under exchange rate uncertainty

Kit, Pong Wong - In: International business and finance issues, (pp. 197-222). 2007

Persistent link: https://www.econbiz.de/10003708946

Risk preferences and changes in background risk

Keenan, Donald C.; Rudow, Donald C.; Snow, Arthur - In: Journal of risk and uncertainty : JRU 36 (2008) 2, pp. 139-152

Persistent link: https://www.econbiz.de/10003710238

Risk preferences and changes in background risk

Keenan, Donald C.; Rudow, Donald C.; Snow, Arthur - In: 33rd Seminar of the European Group of Risk and …, (pp. 7-19). 2007

Persistent link: https://www.econbiz.de/10003506306

Greater downside risk aversion in the large

Keenan, Donald C.; Snow, Arthur - In: Journal of economic theory 144 (2009) 3, pp. 1092-1101

Persistent link: https://www.econbiz.de/10003856276

Multinationals and futures hedging : an optimal stopping approach

Meng, Rujing; Kit, Pong Wong - In: Global finance journal 21 (2010) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10008990279