Similar Search Results

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

Persistent link: https://www.econbiz.de/10012053148

'O sole mio : an experimental analysis of weather and risk attitudes in financial decisions

Bassi, Anna; Colacito, Riccardo; Fulghieri, Paolo - In: The review of financial studies 26 (2013) 7, pp. 1824-1852

Persistent link: https://www.econbiz.de/10009778354

Field comparisons of incentive-compatible preference elicitation techniques

Cole, Shawn; Fernando, A. Nilesh; Stein, Daniel; … - In: Journal of economic behavior & organization : JEBO 172 (2020), pp. 33-56

Persistent link: https://www.econbiz.de/10012288129

Ambiguity attitudes and demand for weather index insurance with and without a credit bundle : experimental evidence from Kenya

Cecchi, Francesco; Lensink, Robert; Slingerland, Edwin - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014526469

An unhedgeable Black-Scholes-Merton implicit option?

Pereira, Alfredo M.; Tarter, M. Sean - In: Risks : open access journal 10 (2022) 7, pp. 1-12

In this paper, we focus on an implicit assumption in the BSM framework that limits the scope of market network connections to seeking gains in the currency basis, i.e., on trading strategies between the numeraire and the stock and between the numeraire and the option, separately. We relax this...

Persistent link: https://www.econbiz.de/10013364966