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Optimal portfolio choices, house risk hedging and the pricing of forward house transactions

Fan, Gang-zhi; Pu, Ming; Ong, Seow-eng - In: The journal of real estate finance and economics 45 (2012) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10009581771

Crash modelling, value at risk and optimal hedging

Hua, Philip; Wilmott, Paul - 1999

Persistent link: https://www.econbiz.de/10009582838

Enhancement of the bond duration-convexity approximation

Lajili, Souad; Rakotondratsimba, Yves - In: International journal of economics and finance 4 (2012) 3, pp. 115-125

Persistent link: https://www.econbiz.de/10009613382

Optimal hedging of demographic risk in life insurance

Norberg, Ragnar - In: Finance and stochastics 17 (2013) 1, pp. 197-222

Persistent link: https://www.econbiz.de/10009682286

Pairing market risk with credit risk

Figuerola-Ferretti, Isabel; Paraskevopoulos, Ioannis - 2011

Persistent link: https://www.econbiz.de/10009686912

Prospect theory and two moment model: the firm under price uncertainty

Broll, Udo; Egozcue, Martin; Wong, Wing Keung - 2009

Within the prospect theory the paper examines production and hedging decisions of a competitive firm under price … uncertainty. We consider the prospect theory for the firm's utility function in the two moment model known as (mu … theory, mean-variance model, price uncertainty …