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Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger; Wolf, Viktor - In: Advanced modelling in mathematical finance : in honour …, (pp. 331-377). 2016
Persistent link: https://www.econbiz.de/10011800386
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Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul; Owadally, Iqbal; Clare, Andrew D.; Kashif, … - In: Quantitative finance 22 (2022) 1, pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
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Commercial real estate, distress and financial resolution : portfolio lending versus securitization
Downs, David H.; Xu, Pisun - In: The journal of real estate finance and economics 51 (2015) 2, pp. 254-287
Persistent link: https://www.econbiz.de/10011475087
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Asset correlations under stressed macroeconomic conditions
Thun, Christian - In: Proceedings of the Second International Conference on …, (pp. 188-196). 2014
Persistent link: https://www.econbiz.de/10011388089
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CAPM model, beta and relationship with credit rating
Michalkova, Lucia; Kramarova, Katarina - In: Advances in applied economic research : proceedings of …, (pp. 645-652). 2017
Persistent link: https://www.econbiz.de/10011745162
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Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
Chen, Wei; Gai, Yuxi; Gupta, Pankaj - In: Recent advances in optimization theory and applications, (pp. 103-127). 2018
Persistent link: https://www.econbiz.de/10011943426
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Quantification of risk in classical models of finance
Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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Does face-to-face contact matter? : evidence on loan pricing
Gabbi, Giampaolo; Giammarino, Michele; Matthias, Massimo; … - In: The European journal of finance 26 (2020) 7/8, pp. 820-836
Persistent link: https://www.econbiz.de/10012207308
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Stochastic multi-objective optimization : a survey on non-scalarizing methods
Gutjahr, Walter J.; Pichler, Alois - In: ORP3 - Operations Research Peripatetic Postgraduate …, (pp. 475-499). 2016
Persistent link: https://www.econbiz.de/10011484244