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1
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
Saved in:
2
Three essays in dynamic economic analysis
Scholz, Sebastian
-
2010
Persistent link: https://www.econbiz.de/10003986027
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Time
in Indian
philosophy
: a collection of essays
Prasad, Hari S.
(
ed.
)
-
1992
-
1. ed.
Persistent link: https://www.econbiz.de/10013437186
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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