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Risk aversion vs. the Omega ratio : consistency results
Balder, Sven
;
Schweizer, Nikolaus
- In:
Finance research letters
21
(
2017
),
pp. 78-84
Persistent link: https://www.econbiz.de/10011807506
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Minimum return guarantees with funds switching rights : an optimal stopping problem
Mahayni, Antje
;
Schoenmakers, John
-
2010
Persistent link: https://www.econbiz.de/10008656668
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3
Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje
;
Schneider, Judith Christiane
-
2010
Persistent link: https://www.econbiz.de/10008656675
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Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje
;
Schneider, Judith Christiane
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2417-2428
Persistent link: https://www.econbiz.de/10009656192
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5
Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje
;
Schoenmakers, John
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
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6
Minimum return guarantees, investment caps, and investment flexibility
Mahayni, Antje
;
Schneider, Judith Christiane
- In:
Review of derivatives research
19
(
2016
)
2
,
pp. 85-111
Persistent link: https://www.econbiz.de/10011927955
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