Narrow search
Showing 1 - 10 of 2,124
Cover Image
Volatility risks and growth options
Ai, Hengjie; Kiku, Dana - In: Management science : journal of the Institute for … 62 (2016) 3, pp. 741-763
Persistent link: https://www.econbiz.de/10011453540
Cover Image
The asset-pricing implications of government economic policy uncertainty
Brogaard, Jonathan; Detzel, Andrew - In: Management science : journal of the Institute for … 61 (2015) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10010496098
Cover Image
Weak comonotonicity
Wang, Ruodu; Zitikis, Ričardas - In: European journal of operational research : EJOR 282 (2020) 1, pp. 386-397
Persistent link: https://www.econbiz.de/10012157705
Cover Image
A no-arbitrage theorem for uncertain stock model
Yao, Kai - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 2, pp. 227-242
Persistent link: https://www.econbiz.de/10011313626
Cover Image
Deep equal risk pricing of financial derivatives with non-translation invariant risk measures
Carbonneau, Alexandre; Godin, Frédéric - In: Risks : open access journal 11 (2023) 8, pp. 1-27
The objective is to study the use of non-translation invariant risk measures within the equal risk pricing (ERP) methodology for the valuation of financial derivatives. The ability to move beyond the class of convex risk measures considered in several prior studies provides more flexibility...
Persistent link: https://www.econbiz.de/10014391590
Cover Image
The impact of the coronavirus crisis on the market price of risk
Delēs, Manthos D.; Savva, Christos S.; Theodossiou, … - In: Journal of financial stability 53 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012793090
Cover Image
Real options, risk aversion and markets : a corporate finance perspective
Ewald, Christian; Taub, Bart - In: The journal of corporate finance : contracting, … 72 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013209828
Cover Image
Sequential capital budgeting as real options : the case of a new DRAM chipmaker in Taiwan
Duan, Chang-wen; Lin, William; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 6 (2003) 1, pp. 87-112
Persistent link: https://www.econbiz.de/10001773110
Cover Image
Short-term stock price momentum, long-term stock price reversal and the effect of information uncertainty
Saleh, Walid; Sabbagh, Orouba Al - In: International Journal of Accounting and Finance 2 (2010) 1, pp. 1-48
Zhang (2006) investigated the role of information uncertainty in short-term Capital Assets Pricing Model (CAPM … whether the winner-loser anomaly can be explained by differences in information uncertainty. The paper concludes that … controlling for information uncertainty mitigates the winner-loser effect especially for high-uncertainty stocks when cumulative …
Persistent link: https://www.econbiz.de/10008755353
Cover Image
The Efficient Market Theory and Evidence: Implications for Active Investment Management
Ang, Andrew; Goetzmann, William N.; Schaefer, Stephen M. - In: Foundations and Trends(R) in Finance 5 (2011) 3, pp. 157-242
The Efficient Market Hypothesis (EMH) asserts that, at all times, the price of a security reflects all available information about its fundamental value. The implication of the EMH for investors is that, to the extent that speculative trading is costly, speculation must be a loser's game. Hence,...
Persistent link: https://www.econbiz.de/10010693711