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Optimal monetary policy under uncertainty : a Markov jump-linear-quadratic approach
Svensson, Lars E. O.; Williams, Noah - In: Review / Federal Reserve Bank of St. Louis 90 (2008) 4, pp. 275-305
Persistent link: https://www.econbiz.de/10003764387
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Long-term risk : an operator approach
Hansen, Lars Peter; Scheinkman, José Alexandre - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 177-234
Persistent link: https://www.econbiz.de/10003866983
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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
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Optimal monetary policy under uncertainty in DSGE models : a Markov jump-linear-quadratic approach
Svensson, Lars E. O.; Williams, Noah - In: Monetary policy under uncertainty and learning : …, (pp. 77-114). 2009
Persistent link: https://www.econbiz.de/10008860544
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A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung - In: Annals of finance 4 (2008) 1, pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
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Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.; Siu, Tak Kuen - In: Computational economics 31 (2008) 3, pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
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On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.; Siu, Tak Kuen - 2010
Persistent link: https://www.econbiz.de/10003964890
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Optimal investment under dual risk model and Markov modulated financial market
Xu, Lin; Zhang, Liming; Zhu, Dongjin - In: Journal of mathematical finance 5 (2015) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10011398985
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Risk management policies for dynamic capacity control
Koenig, Matthias; Meissner, Jörn - In: Computers & operations research : and their … 59 (2015), pp. 104-118
Persistent link: https://www.econbiz.de/10010515213
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An exploration of risk characteristics of information security threats and related public information search behavior
Wang, Jingguo; Xiao, Nan; Rao, H. Raghav - In: Information systems research : ISR 26 (2015) 3, pp. 619-633
Persistent link: https://www.econbiz.de/10011372820