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GILLES, C.; LEROY, S.F. - 1989

Persistent link: https://www.econbiz.de/10005776906

Risk Management and Regulation Compliance with Tradable Permits under Dynamic Uncertainty

Scandizzo, Pasquale Lucio; Knudsen, Odin K - Centro di Studi Internazionali Sull'Economia e la … - 2010

In this paper, we explore the effects of dynamic uncertainty on the risk management of regulated industries and … instrument of risk management, since it allows the firms to pool the risks arising from the volatile environment, thereby …

Persistent link: https://www.econbiz.de/10008498351

WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?

GREEN, R.C.; HOLLIFIELD, B. - Carnegie Mellon University, Tepper School of Business - 1990

Persistent link: https://www.econbiz.de/10005029144

Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election

Coutant, S.; Jondeau, E.; Rockinger, M. - Banque de France - 1998

The aim of this paper is to compare various methods which extract a Risk Neutral Density (RND) out of PIBOR as well as …

Persistent link: https://www.econbiz.de/10005036199

RISK PREMIA IN FUTURES AND ASSET MARKETS.

BESSEMBINDER, H. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005675206

Risk Prederence Smoothness and the APT.

Herk, L.F. - Department of Economics, School of Arts and Sciences - 1995

Persistent link: https://www.econbiz.de/10005687396

Asymmetric Smiles, Leverage Effects and Structural Parameters.

Garcia, R.; Luger, R.; Renault, E. - 2000

asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent …

Persistent link: https://www.econbiz.de/10005486770

SEMINONPARAMETRIC ESTIMATION OF CONDITIONALLY CONSTRAINED HETEROGENEOUS PROCESSES: ASSET PRICING APPLICATIONS

GALLANT, A.R.; TAUCHEN, G. - Booth School of Business, University of Chicago - 1988

Persistent link: https://www.econbiz.de/10005486866

An Analysis of the Quebec Automobile Insurance Regime

Boyer, M.; Dionne, G. - Département de Sciences Économiques, Université de … - 1985

, Emphasizing Both the Compensation and the Pricing of Insurance. Moreover, We Present a Recommendation in Order to Improve the …

Persistent link: https://www.econbiz.de/10005545713

INTERNATIONAL TRANSMISSION OF MACROECONOMICS DISTURBANCES: THE ROLE OF EQUITY MARKETS.

GAVIN, M. - Department of Economics, School of Arts and Sciences - 1990

Persistent link: https://www.econbiz.de/10005549097