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Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco - 1999
Persistent link: https://www.econbiz.de/10001374429
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Option data, missing tails, and the intraday variation of implied moments
Ivanovas, Anselm - 2015
The risk-neutral distribution of returns, implied by S&P 500 option prices, has been a popular topic of research for … many years. Because of its forward-looking nature, it gives valuable insights into the expectation and risk attitude of …
Persistent link: https://www.econbiz.de/10010510195
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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre - 2003
Persistent link: https://www.econbiz.de/10001754325
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Tail risk of equity returns
Sun, Pengfei - 2013
Persistent link: https://www.econbiz.de/10010191614
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Portfolio optimization and risk management under non-normal stable and tempered stable distributions in Islamic finance
Bekri, Mahmoud - 2014
Persistent link: https://www.econbiz.de/10010400337
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10002948930
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Three essays on dynamic economics
Hashimzade, Nigar - 2003
Persistent link: https://www.econbiz.de/10003385291
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Financial decision-making under distribution uncertainty
Kacperczyk, Marcin - 2004
Persistent link: https://www.econbiz.de/10003386915