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Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model

Ewald, Christian; Haugom, Erik; Kanthan, Leslie; Lien, … - In: Aquaculture economics & management : official journal … 26 (2022) 2, pp. 171-191

Persistent link: https://www.econbiz.de/10013282511

After Tax Payoff of CPPI

Gregory, Ian - 2011

Structured products such as constant proportion portfolio insurance (CPPI) have been a popular product for retail investors. This research investigates the after tax return of CPPI using internal rate of return (IRR) and assuming an average cost accounting system. Using this statistic, we apply...

Persistent link: https://www.econbiz.de/10013127700

A stochastic differential Fishery game for a two species fish population with ecological interaction

Wang, Wen-Kai; Ewald, Christian-Oliver - In: Journal of economic dynamics & control 34 (2010) 5, pp. 844-857

Persistent link: https://www.econbiz.de/10003972962

Dynamic voluntary provision of public goods with uncertainty : a stochastic differential game model

Wang, Wen-kai; Ewald, Christian-Oliver - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 2, pp. 97-116

Persistent link: https://www.econbiz.de/10008668150

Optimal investment for a pension fund under inflation risk

Zhang, Aihua; Ewald, Christian-Oliver - In: Mathematical methods of operations research 71 (2010) 2, pp. 353-369

Persistent link: https://www.econbiz.de/10003958364

Development under a concessionary agreement : a real option approach

Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Investment management and financial innovations 7 (2010) 2, pp. 119-132

Persistent link: https://www.econbiz.de/10003991573

Irreversible investment with Cox-Ingersoll-Ross type mean reversion

Ewald, Christian-Oliver; Wang, Wen-Kai - In: Mathematical social sciences 59 (2010) 3, pp. 314-318

Persistent link: https://www.econbiz.de/10009300886

Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation : a practical guide

Ewald, Christian-Oliver; Wang, Wen-kai - In: Mathematical social sciences 61 (2011) 3, pp. 146-151

Persistent link: https://www.econbiz.de/10009305599

Privatization of businesses and flexible investment : a real option approach

Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Decisions in economics and finance : DEF ; a journal of … 35 (2012) 1, pp. 75-89

Persistent link: https://www.econbiz.de/10009656938

A numerical method for solving stochastic optimal control problems with linear control

Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-446

Persistent link: https://www.econbiz.de/10009540913

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