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Options & price uncertainty

Chichilnisky, Graciela; Dutta, Jayasri; Heal, Geoffrey - 1991

Persistent link: https://www.econbiz.de/10000826369

Risk, uncertainty, and option exercise

Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004

Persistent link: https://www.econbiz.de/10003738511

An analysis of the supply curve for liquidity risk through book data

Blais, Marcel; Protter, Philip E. - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 821-838

Persistent link: https://www.econbiz.de/10008905116

Strategy vs risk in margining portfolios of options

Coffman, Edward G.; Matsypura, D.; Timkovsky, V. G. - In: 4OR : a quarterly journal of operations research 8 (2010) 4, pp. 375-386

Persistent link: https://www.econbiz.de/10008778748

Option portfolio risk incentives for CEOs

Brookman, Jeffrey - In: The southern business & economic journal 32 (2009) 3/4, pp. 35-55

Persistent link: https://www.econbiz.de/10009378886

Abnormal returns, risk, and options in large data sets

Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998

Large data sets in finance with millions of observations have becomewidely available. Such data sets enable the construction of reliablesemi-parametric estimates of the risk associated with extreme pricemovements. Our approach is based on semi-parametric statisticalextreme value analysis, and...

Persistent link: https://www.econbiz.de/10011299966