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Uncertainty and global warming policy : an option-pricing approach
Baranzini, Andrea; Chesney, Marc; Morisset, Jacques - 1994
Persistent link: https://www.econbiz.de/10000890759
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The value of tradeability
Chesney, Marc; Kempf, Alexander - 2010
This paper determines the value of asset tradeability in an option pricing framework. In our model, tradeability is valuable since it allows investors to exploit temporary mis-pricings of stocks. The model delivers several novel insights on the value of tradeability: The value of tradeability is...
Persistent link: https://www.econbiz.de/10008666521
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The value of tradeability
Chesney, Marc; Kempf, Alexander - 2011
This paper determines the value of asset tradeability in an option pricing framework. In our model, tradeability is valuable since it allows investors to exploit temporary mis-pricings of stocks. The model delivers several novel insights on the value of tradeability: The value of tradeability is...
Persistent link: https://www.econbiz.de/10009314017
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The value of tradeability
Chesney, Marc; Kempf, Alexander - In: Review of derivatives research 15 (2012) 3, pp. 193-216
Persistent link: https://www.econbiz.de/10009709689
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The impact of possible climate catastrophes on global warming policy
Baranzini, Andrea; Chesney, Marc; Morisset, Jacques - In: Energy policy 31 (2003) 8, pp. 691-701
Persistent link: https://www.econbiz.de/10001740091
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Uncertainty and global warming : an option-pricing approach to policy
Baranzini, Andrea; Chesney, Marc; Morisset, Jacques - 1995
Persistent link: https://www.econbiz.de/10000905866
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Option pricing theory, security design and shareholders' risk incentives
Chesney, Marc; Gibson, Rajna - 1994
Persistent link: https://www.econbiz.de/10000906346
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Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc; Elliott, Robert J. - 1995
Persistent link: https://www.econbiz.de/10000910595
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Managerial incentives to take asset risk
Chesney, Marc; Stromberg, Jacob; Wagner, Alexander F.; … - In: The journal of corporate finance : contracting, … 65 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012424213
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Preference robust distortion risk measure and its application
Wang, Wei; Xu, Huifu - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 389-434
Persistent link: https://www.econbiz.de/10014278678