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The riskiness of stock versus money market investment with stochastic rates
Szabó, Dávid Zoltán; Bihary, Zsolt - In: Central European journal of operations research 31 (2023) 2, pp. 393-415
Persistent link: https://www.econbiz.de/10014251616
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Hidden Markov Models in Finance : Further Developments and Applications, Volume II
Mamon, Rogemar S. - 2014
science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …
Persistent link: https://www.econbiz.de/10014020477
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On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.; Pergamenščikov, Sergej M. - In: Finance and stochastics 26 (2022) 4, pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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Target-based investment for long-term investors under stochastic volatility
Pelsser, Antoon André Jean; Yang, Li - 2023
Persistent link: https://www.econbiz.de/10014458738
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Applied stochastic models and control for finance and insurance
Tapiero, Charles S. - 1998
Persistent link: https://www.econbiz.de/10013531641
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Investment opportunities, uncertain implicit transaction costs and maximum downside risk in dynamic stochastic financial optimization
Mushori, Sabastine; Chikobvu, Delson - In: International journal of economics and financial issues … 8 (2018) 4, pp. 256-264
Persistent link: https://www.econbiz.de/10011979576
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Asset prices, liquidity, and monetary policy in the search theory of money
Lagos, Ricardo - In: Review / Federal Reserve Bank of St. Louis 92 (2010) 4, pp. 303-309
Persistent link: https://www.econbiz.de/10009009883
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Optimal stock selling, buying strategy with reference to the ultimate average
Dai, Min; Zhong, Yifei - In: Mathematical finance : an international journal of … 22 (2012) 1, pp. 165-184
Persistent link: https://www.econbiz.de/10009554687
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Risk, unemployment, and the stock market : a rare-event-based explanation of labor market volatility
Kilic, Mete; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10011521999
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Heterogeneity in decentralized asset markets
Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier - 2014
Persistent link: https://www.econbiz.de/10010467577