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Financial decision-making under distribution uncertainty
Kacperczyk, Marcin - 2004
Persistent link: https://www.econbiz.de/10003386915
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On optimal allocation of risk vectors
Kiesel, Swen; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014
Persistent link: https://www.econbiz.de/10010360490
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Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay; Tamayo, Ane - 2001
Persistent link: https://www.econbiz.de/10001632875
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Changing risk, changing risk premiums, and dividend yield effects
Chen, Nai-fu
Persistent link: https://www.econbiz.de/10001274013
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Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates
Liu, Yuying; Liu, Zhaoyang; Liu, Guoxin - In: Scandinavian actuarial journal 2020 (2020) 2, pp. 128-151
Persistent link: https://www.econbiz.de/10012195029
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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 415-460
Persistent link: https://www.econbiz.de/10011738413
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A portfolio theory of defaultable bonds and its empirical validation
Schubert, Dirk A. - 2004
Persistent link: https://www.econbiz.de/10002212131
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Stochastic optimization for enterprise risk management
Zhang, Zhuojuan - 2006
Persistent link: https://www.econbiz.de/10003946505