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A risk-averse competitive newsvendor problem under the CVaR criterion
Wu, Meng; Zhu, Stuart X.; Teunter, Ruud H. - In: International journal of production economics 156 (2014), pp. 13-23
Persistent link: https://www.econbiz.de/10010410326
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On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher - 2000
Persistent link: https://www.econbiz.de/10001481836
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Optimal reinsurance with multiple reinsurers : competitive pricing and coalition stability
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 302-319
Persistent link: https://www.econbiz.de/10012793929
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Bundling and competition for slots : on the portfolio effects of bundling
Jeon, Doh-Shin; Menicucci, Domenico - 2009 - rev.
Persistent link: https://www.econbiz.de/10008665856
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Market power and banking competition on the credit market
Lapteacru, Ion - In: Risk management and value : valuation and asset price, (pp. 205-229). 2008
Persistent link: https://www.econbiz.de/10003686178
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Bundling and competition for slots : on the portfolio effects of bundling
Jeon, Doh-Shin; Menicucci, Domenico - 2009
Persistent link: https://www.econbiz.de/10003984368
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Competition, financial innovation and commercial bank loan portfolios
Zarutskie, Rebecca - In: Journal of financial intermediation 22 (2013) 3, pp. 373-396
Persistent link: https://www.econbiz.de/10009767884
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Endogenous governance transparency and product market competition
Hidalgo-Cabrillana, Ana - In: SERIEs : Journal of the Spanish Economic Association 4 (2013) 1, pp. 113-136
This paper analyzes the determinants of governance transparency. In our model, entrepreneurs optimally decide the precision of their earning reporting by trading off the possibility of expropriating profits against the capacity to attract external funding.We find that information is only...
Persistent link: https://www.econbiz.de/10009756942
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Rank matters : the impact of social competition on portfolio choice
Dijk, Oege; Holmen, Martin; Kirchler, Michael - In: European economic review : EER 66 (2014), pp. 97-110
Persistent link: https://www.econbiz.de/10010423085
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An experimental study of the impact of competition for Other People’s Money : the portfolio manager market
Agranov, Marina; Bisin, Alberto; Schotter, Andrew - In: Experimental economics : a journal of the Economic … 17 (2014) 4, pp. 564-585
Persistent link: https://www.econbiz.de/10010489738