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BOCR Benefit, Opportunity, Cost and Risk

Tchangani, Ayeley P. - In: Multiple criteria decision making in finance, insurance …, (pp. 189-204). 2015

Persistent link: https://www.econbiz.de/10011374135

A network approach to risk theory and portfolio selection

Cerqueti, Roy; Lupi, Claudio - In: Mathematical and statistical methods for actuarial …, (pp. 73-82). 2017

Persistent link: https://www.econbiz.de/10012098764

Uncertainty in historical value-at-risk : an alternative quantile-based risk measure

Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Mathematical and statistical methods for actuarial …, (pp. 119-128). 2017

Persistent link: https://www.econbiz.de/10012098775

Efficiency evaluation of fuzzy portfolio in different risk measures via DEA

Chen, Wei; Gai, Yuxi; Gupta, Pankaj - In: Recent advances in optimization theory and applications, (pp. 103-127). 2018

Persistent link: https://www.econbiz.de/10011943426

Who holds risky assets and how much? : an empirical study based on the HFCS data

Zhan, Jun Chao - In: Empirica : journal of european economics 42 (2015) 2, pp. 323-370

Persistent link: https://www.econbiz.de/10011318341

Effect of the time to maturity on the risk of the covered call strategy

Dziawgo, Ewa - In: Eurasian economic perspectives : proceedings of the …, (pp. 67-75). 2020

values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …

Persistent link: https://www.econbiz.de/10012793374

Quantification of risk in classical models of finance

Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10012872493

Equal risk pricing and hedging of financial derivatives with convex risk measures

Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10012872521

Regulating risky assets liquidity

Rieu-Foucault, Anne-Marie - In: Revue d'économie politique 128 (2018) 5, pp. 883-914

Persistent link: https://www.econbiz.de/10012266626

Asset allocation under predictability and parameter uncertainty using LASSO

Rigamonti, Andrea; Weissensteiner, Alex - In: Computational management science 17 (2020) 2, pp. 179-201

Persistent link: https://www.econbiz.de/10012272060