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Two-way capital flows: a risk-sharing approach
Zhang, Ning - 2019
Persistent link: https://www.econbiz.de/10012601811
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On the valuation of investment guarantees in unit-linked life insurance : a customer perspective
Gatzert, Nadine; Huber, Carin; Schmeiser, Hato - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10009158194
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Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon; Lejeune, Miguel A. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
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Essays on asset liability management and policyholders' willingness to pay
Klein, Florian - 2019
Persistent link: https://www.econbiz.de/10012130572
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The Risk Premium for Minority Banks Altruistic Portfolios in Underserved Communities
Charles-Cadogan, G. - 2017
minority bank (MB) policies. Our theory apparatus synthesizes Vasicek's bond pricing model, and KMV Moody loan portfolio model … increased capital, and brokered deposits, militate against altruistic motives. This implies that for a given amount of altruism …, MBs are better served by tactical portfolio allocation in an expanded investment opportunity set. We apply the theory to …
Persistent link: https://www.econbiz.de/10012974983
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Die Effizienzgrenze des IQWiG : eine gelungene Adaption der Modelle von Markowitz und Koopmans?
Schwarzbach, Christoph; Kuhlmann, Alexander; Vauth, … - In: Sozialer Fortschritt : unabhängige Zeitschrift für … 58 (2009) 7, pp. 137-147
Persistent link: https://www.econbiz.de/10003868805
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Illusion of expertise in portfolio decisions : an experimental approach
Fellner, Gerlinde; Güth, Werner; Maciejovsky, Boris - 2001
Overall, 72 subjects invest their endowment in four risky assets. Each com-bination of assets yields the same expected return and variance of returns. Illusion of expertise prevails when one prefers nevertheless the self-selected portfolio. After being randomly assigned to groups of four...
Persistent link: https://www.econbiz.de/10011408429
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Insurance valuation : a computable multi-period cost-of-capital approach
Engsner, Hampus; Lindholm, Mathias; Lindskog, Filip - In: Insurance / Mathematics & economics 72 (2017), pp. 250-264
Persistent link: https://www.econbiz.de/10011694720
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Risk willingness and perceived utilities to explain risky investment choices : a behavioral model
Cheng, Philip Y. K. - In: The journal of behavioral finance : a publication of … 20 (2019) 3, pp. 255-266
Persistent link: https://www.econbiz.de/10012180507
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Valuation of a risk-averse investor under incomplete information
Takino, Kazuhiro; Ishinagi, Yoshikazu - In: International journal of accounting and finance 9 (2019) 1, pp. 68-85
Persistent link: https://www.econbiz.de/10012138845