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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
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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
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Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni (ed.); Clark, Ephraim (ed.);  … - 2022
Persistent link: https://www.econbiz.de/10013288061
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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
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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
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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
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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
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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
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Country risk assessment : a guide to global investment strategy
Bouchet, Michel Henri; Clark, Ephraim; Groslambert, Bertrand - 2003
Persistent link: https://www.econbiz.de/10004779104
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Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni; Clark, Ephraim; Prigent, Jean-Luc - In: Risk management decisions and value under uncertainty, (pp. 603-604). 2022
Persistent link: https://www.econbiz.de/10013341955