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Stock valuation for investment and corporate decisions
Biçer, Batur - 2006
Persistent link: https://www.econbiz.de/10003971735
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Portfolio analysis of stocks, bonds, and managed futures using compromise stochastic dominance
Fischmar, Daniel - In: The journal of futures markets 11 (1991) 3, pp. 259-270
Persistent link: https://www.econbiz.de/10001104848
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Non-standard errors in carbon premia
Beyer, Victor; Bauckloh, Michael Tobias - 2024
This research investigates the influence of methodological choices in portfolio sorts on the size of the carbon premium. By analyzing more than 100,000 methodological paths, we find that variations in the construction of brown-minus-green portfolios create substantial non-standard errors. From...
Persistent link: https://www.econbiz.de/10014631855
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Quantitative Energy Finance : Modeling, Pricing, and Hedging in Energy and Commodity Markets
Benth, Fred Espen - 2014
A review of optimal investment rules in electricity generation -- A Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of...
Persistent link: https://www.econbiz.de/10014016908
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Non-Standard Errors in Portfolio Sorts
Walter, Dominik; Weber, Rüdiger; Weiss, Patrick - 2022
We study the size and drivers of non-standard errors (Menkveld et al., 2021) in portfolio sorts across 14 common methodological decision nodes and 40 sorting variables. These non-standard errors range between 0.05 and 0.26 percent and are, on average, larger than standard errors. Supposedly...
Persistent link: https://www.econbiz.de/10013404257
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Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets
Benth, Fred Espen (ed.) - 2014
Persistent link: https://www.econbiz.de/10011459115
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Economics and the antagonism of time : time, uncertainty, and choice in economic theory
Vickers, Douglas - 1994
Persistent link: https://www.econbiz.de/10000376306
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Stochastic dominance : investment decision making under uncertainty
Levy, Haim - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003228279
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim (contributor) - 2006 - Second Edition
prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition … prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book … dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call …
Persistent link: https://www.econbiz.de/10013520424