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Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113

Persistent link: https://www.econbiz.de/10011326677

Effect of the time to maturity on the risk of the covered call strategy

Dziawgo, Ewa - In: Eurasian economic perspectives : proceedings of the …, (pp. 67-75). 2020

values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …

Persistent link: https://www.econbiz.de/10012793374

Stock price dynamics of China : what do the asset markets tell us about the Chinese utility function?

Kwan, Yum-keung; Dong, Jinyue - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 77-108

Persistent link: https://www.econbiz.de/10010465138

Asset allocation under predictability and parameter uncertainty using LASSO

Rigamonti, Andrea; Weissensteiner, Alex - In: Computational management science 17 (2020) 2, pp. 179-201

Persistent link: https://www.econbiz.de/10012272060

Do interbank markets price systemic risk?

Sigmund, Michael; Siebenbrunner, Christoph - In: Journal of financial stability 71 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014533540

Discussion of "Uncertainty, investment, and managerial incentives" by Brent Glover and Oliver Levine

Gourio, François - In: Journal of monetary economics 69 (2015), pp. 138-142

Persistent link: https://www.econbiz.de/10011326671

Risk and ambiguity in models of business cycles

Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63

Persistent link: https://www.econbiz.de/10011326690

Lawler's minmax cost algorithm : optimality conditions and uncertainty

Brauner, Nadia; Finke, Gerd; Shafransky, Yakov; … - In: Journal of scheduling 19 (2016) 4, pp. 401-408

Persistent link: https://www.econbiz.de/10011542085

A decomposition approach for commodity pickup and delivery with time-windows under uncertainty

Marla, Lavanya; Barnhart, Cynthia; Biyani, Varun - In: Journal of scheduling 17 (2014) 5, pp. 489-506

Persistent link: https://www.econbiz.de/10010462023

Knowns and unknowns : risk management in a context of increasing uncertainty

Gabbi, Giampaolo; Galai, Dan; Wiener, Zvi - In: The Quarterly Journal of Finance : QJF 12 (2022) 1, pp. 2202001-1-2202001-6

Persistent link: https://www.econbiz.de/10013174940

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