the issuer of the option have exponential risk preferences. We prove that the indifference price dynamics is a martingale …, we provide a representation of the residual risk remaining after using the optimal utility-based trading strategy as the … costs become less than with positive correlation, and that the residual risk has lower volatility. Thus, if the insurance …

Preferences. The Preferences section is subdivided into Probabilistic Models of Choice, Choice under Risk and Uncertainty, and …

transactions. Underlying each system is a set of assumptions, particularly about trust and risk. To evaluate systems, and thus to … risk. Trust and risk are closely linked. The level of risk can be determined by looking at who trusts whom in Internet … occur, who will be at risk? Who is "liable" when there is a trusted third party? Why is it necessary to trust this party …

performance of individual securities. Risk premia (spreads) increase with the proportion of traders in the market who are averse …

This paper investigates the source of predictability of bond risk premia by means of long-term forward interest rates …

Concerns about constructing and maintaining good reputations are known to reduce borrowers' excessive risk …