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Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty

Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756

Persistent link: https://www.econbiz.de/10011372868

Adapting and testing the Fama and French model, with some variations of company characteristics

Ferruz Agudo, Luis; Badía, Guillermo - In: Applied economics letters 24 (2017) 4/6, pp. 342-345

Persistent link: https://www.econbiz.de/10011704637

Perspectives on risk management and behavioural finance

Hillson, David; Sobehart, J. R.; Ursachi, Irina; … - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 114-121

Persistent link: https://www.econbiz.de/10010359496

Financial models insights of strategic R&D project investments

Harris, Wesley L.; Jarunee Wonglimpiyarat - In: International journal of business innovation and … 23 (2020) 3, pp. 384-399

Persistent link: https://www.econbiz.de/10012507070

R&D investments and strategic use of financial models

Harris, Wesley L.; Jarunee Wonglimpiyarat - In: International journal of innovation and technology … 17 (2020) 4, pp. 2050030-1-2050030-16

Persistent link: https://www.econbiz.de/10012299152

Equipping students with advanced excel skills in the classroom-building flexible, robust, and self-adaptive financial models

Zhang, Chengping - In: Journal of financial education 46 (2020) 2, pp. 315-330

Persistent link: https://www.econbiz.de/10014367180

The impact of asset price bubbles on credit risk measures

Jacobs, Michael <Jr.> - In: Inventi impact: emerging economies (2016) 3, pp. 160-175

Persistent link: https://www.econbiz.de/10011567800

Numerical construction of a hedging strategy against the multi-asset European claim

Milʹstejn, Grigorij N. (contributor); … - 1999 - [Elektronische Ressource]

For evaluating a hedging strategy we have to know at every instant the solution of the Cauchy problem for a parabolic equation (the value of the hedging portfolio) and its derivatives (the deltas). We suggest to find these magnitudes by Monte Carlo simulation of the corresponding system of...

Persistent link: https://www.econbiz.de/10001544443

Generalized volatility-stabilized processes

Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125

Persistent link: https://www.econbiz.de/10010244577