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Foreign currency derivatives versus foreign currency debt and the hedging premium

Clark, Ephraim; Judge, Amrit - In: European financial management : the journal of the … 15 (2009) 3, pp. 606-642

Persistent link: https://www.econbiz.de/10003841073

Country risk assessment

Bouchet, Michel Henri; Clark, Ephraim; Groslambert, Bertrand - 2003

Persistent link: https://www.econbiz.de/10001742201

New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management

Chan, Raymond Honfu - 2020

This paper develops new financial theory to link the third order stochastic dominance for risk-averse and risk-seeking investors and provide illustration of application in risk management. We present some interesting new properties of third order stochastic dominance (TSD) for risk-averse and...

Persistent link: https://www.econbiz.de/10012850629

Risk management decisions and value under uncertainty

Barone-Adesi, Giovanni (ed.); Clark, Ephraim (ed.); … - 2022

Persistent link: https://www.econbiz.de/10013288061

New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020

Persistent link: https://www.econbiz.de/10012384554

Stock-ADR arbitrage : microstructure risk

Mitra, Sovan; Chinthalapati, V. L. Raju; Clark, Ephraim; … - In: Journal of international financial markets, … 63 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012263282

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132

Persistent link: https://www.econbiz.de/10012297611

Decision making and risk/return optimization in financial economics

AitSahlia, Farid (ed.); Barone-Adesi, Giovanni (ed.); … - International Finance Conference <9., 2017, Paris> - 2019

Persistent link: https://www.econbiz.de/10012110818

Preface: Risk management decisions and wealth management in financial economics

Ben-Ameur, Hatem; Clark, Ephraim; Palma, André de; … - In: Risk management decisions and wealth management in …, (pp. 239-240). 2018

Persistent link: https://www.econbiz.de/10011871621

Risk management decisions and wealth management in financial economics

Ben-Ameur, Hatem (ed.); Clark, Ephraim (ed.); … - International Finance Conference <8., 2015, Paris> - 2018

Persistent link: https://www.econbiz.de/10011804953