Similar Search Results

Can mutual fund flows serve as market risk sentiment? : an empirical analysis with credit default swaps (CDS) spreads

Chiu, Hsin Hui; Zhu, Lu - In: Journal of risk finance : the convergence of financial … 18 (2017) 2, pp. 159-185

Persistent link: https://www.econbiz.de/10011701745

Derivatives markets and managed money : implications for price discovery

Arburn, Gregory; Harper, Laura - In: The international journal of business and finance … 13 (2019) 1, pp. 53-61

Persistent link: https://www.econbiz.de/10012005806

Home bias of Korean resident bond investors : the role of FX hedging

Yang, Daejung; Choi, Kyongwook - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 10, pp. 2736-2750

Persistent link: https://www.econbiz.de/10013354995

Portfolio selection problems consistent with given preference orderings

Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38

Persistent link: https://www.econbiz.de/10009783998

The probability of winning warren buffett’s billion dollars

Sullivan, Michael John - In: The journal of gambling business and economics 9 (2015) 2, pp. 40-58

Persistent link: https://www.econbiz.de/10011413097

Momentum and Reversion in Risk Neutral Martingale Probabilities

Madan, Dilip B. - 2014

A time homogeneous, purely discontinuous, parsimonous Markov martingale model is proposed for the risk neutral dynamics of equity forward prices. Transition probabilities are in the variance gamma class with spot dependent parameters. Markov chain approximations give access to option prices. The...

Persistent link: https://www.econbiz.de/10013064149