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Price of climate risk hedging under uncertainty

Rubtsov, Alexey; Xu, Wei; Šević, Aleksandar; Šević, … - In: Technological forecasting & social change : an … 165 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012671618

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing

Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870

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Volatility versus downside risk : performance protection in dynamic portfolio strategies

Barro, Diana; Canestrelli, Elio; Consigli, Giorgio - In: Computational Management Science : CMS 16 (2019) 3, pp. 433-479

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Portfolio optimization under a quantile hedging constraint

Bouveret, Géraldine - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-36

Persistent link: https://www.econbiz.de/10011956927

Prices and portfolio choices in financial markets : theory, econometrics, experiments

Bossaerts, Peter L. (contributor); … - 2007

the classical CAPM, producing a model called CAPM+. When these econometric tests are applied to data generated by large …-scale laboratory asset markets which reveal both prices and portfolio choices, CAPM+ is not rejected …

Persistent link: https://www.econbiz.de/10003549745

Prices and portfolio choices in financial markets : theory, econometrics, experiments

Bossaerts, Peter L.; Plott, Charles; Zame, William R. - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 4, pp. 993-1038

Persistent link: https://www.econbiz.de/10003507322

Asset legitimacy in experimental asset markets

Paul, Debapriya Jojo; Henker, Julia; Owen, Sian - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 183-198

Persistent link: https://www.econbiz.de/10011333651

Competition in portfolio management : theory and experiment

Asparouhova, Elena; Bossaerts, Peter L.; Čopič, Jernej; … - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1868-1888

Persistent link: https://www.econbiz.de/10011338808

Multi-period experimental asset markets with distinct fundamental value regimes

Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334

Persistent link: https://www.econbiz.de/10011530673

Inducing liquidity in thin financial markets through combined-value trading mechanisms

Bossaerts, Peter L.; Fine, Leslie; Ledyard, John O. - In: European economic review : EER 46 (2002) 9, pp. 1671-1695

Persistent link: https://www.econbiz.de/10001705121

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