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Esposito's temporality of finance : endogeneity and revisability in derivative transactions
Husbands, Conor - In: Finance and society 6 (2020) 2, pp. 114-129
it enables against various criticisms articulated in theory and philosophy circles, such as those of Ray Brassier … certain issues in the philosophy of time. …Recent years have seen greater interest in the theoretical foundations of abstract finance and their intersection with …
Persistent link: https://www.econbiz.de/10012429693
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Three essays in dynamic economic analysis
Scholz, Sebastian - 2010
Persistent link: https://www.econbiz.de/10003986027
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Accounting for risk aversion in derivatives purchase timing
Leung, Tim; Ludkovski, Mike - In: Mathematics and financial economics 6 (2012) 4, pp. 363-386
Persistent link: https://www.econbiz.de/10009623554
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Accounting for Risk Aversion in Derivatives Purchase Timing
Leung, Tim - 2012
We study the problem of optimal timing to buy/sell derivatives by a risk-averse agent in incomplete markets. Adopting the exponential utility indifference valuation, we investigate this timing flexibility and the associated delayed purchase premium. This leads to a stochastic control and optimal...
Persistent link: https://www.econbiz.de/10013114153
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The time dimension of volatility : implications for option strategy design
Hill, Joanne M. - In: The journal of derivatives : JOD 29 (2022) 4, pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
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Temporal dominance : controlling activity cycles when time is scarce, sudden, and squeezed
Jensen, Jared T.; Rolison, Shelbey L.; Barbour, Joshua B. - In: Management communication quarterly : an international … 36 (2022) 1, pp. 30-61
Persistent link: https://www.econbiz.de/10012872665
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Time in Indian philosophy : a collection of essays
Prasad, Hari S. (ed.) - 1992 - 1. ed.
Persistent link: https://www.econbiz.de/10013437186
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Machine learning portfolio allocation
Pinelis, Michael; Ruppert, David - In: The Journal of finance and data science : JFDS 8 (2022), pp. 35-54
the market index and risk-free asset. Optimal portfolio rules for time-varying expected returns and volatility are …
Persistent link: https://www.econbiz.de/10014433682
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Haushaltsspielräume durch modernes kommunales Finanzierungsmanagement
Kirchhoff, Ulrich; Henning, Heiko - In: Beiträge zum Finanz-, Rechnungs- und Bankwesen : Stand …, (pp. 637-659). 2005
Persistent link: https://www.econbiz.de/10003233031
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Is normal backwardation normal? : valuing financial futures with a local index-rate covariance
Raimbourg, Philippe; Zimmermann, Paul - In: European journal of operational research : EJOR 298 (2022) 1, pp. 351-367
Persistent link: https://www.econbiz.de/10013206847