Similar Search Results

Saving and Risky Opportunities in a Recursive Model.

Treich, N. - Groupe de Recherche en Économie Mathématique et … - 1996

Persistent link: https://www.econbiz.de/10005780445

THE CAPM AND THE CALENDAR: EMPIRICAL ANOMALIES AND THE RISK-RETURN RELATIONSHIP.

CADSBY, C.B. - 1988

Persistent link: https://www.econbiz.de/10005780490

Developments in Risk and Insurance Economics: the Past 25 Years.

Louberge, H. - Geneva School of Economics and Management, Université … - 1998

were only possible because steady advances were made in the economics of risk and uncertainty and in financial theory. …

Persistent link: https://www.econbiz.de/10005780560

Terms-of-Trade Uncertainty and the Distribution of Income.

Appelbaum, E.; Kohli, U. - Geneva School of Economics and Management, Université … - 1993

Persistent link: https://www.econbiz.de/10005780565

Environmental Protection: The Market or the State? Self Regulation versus Institutional Change.

Burgenmeier, B; Butare, T. - Geneva School of Economics and Management, Université … - 1994

Persistent link: https://www.econbiz.de/10005780566

Uncertainty and Global Warming Policy.

Baranzini, A.; Chesney, M.; Morisset, J. - Geneva School of Economics and Management, Université … - 1994

Persistent link: https://www.econbiz.de/10005780570

Long Term Risk Management of Nuclear Waste: a Contingent Claim Analysis.

Chesney, M.; Louberge, H.; Villeneuve, S. - Geneva School of Economics and Management, Université … - 1999

In this paper, we investigate the optimal timing and location for deep geological disposal of nuclear waste. Our model is based on the real options approach to investment under uncertainty. In this context, the problem is similar to the optimal exercise policy for a perpetual American spread option.

Persistent link: https://www.econbiz.de/10005780574

Multivariate Risk Premium and its Relation to Partial Multivariate Risk Premiums

Courbage, C. - Geneva School of Economics and Management, Université … - 1998

In this paper, we present a version of the multivariate risk premium for additive risks and the necessary and … sufficient conditions to compare global attitudes towards multivariate risk. The link between this risk premium and well …-known partial multivariate risk premiums is then investigated. …

Persistent link: https://www.econbiz.de/10005780580

Understanding the Structure of Village and Regional Economies.

Townsend, R.M. - Economics Research Center (ERC), University of Chicago - 1990

Persistent link: https://www.econbiz.de/10005780624

Real Interest Rates, Sovereign Risk and Optimal Debt Management.

Drudi, F.; Giordano, R. - Banca d'Italia - 1994

The role of movements in real rates in explaining the relationship between long and short-term interest rates is explored using a model of optimal government debt management.

Persistent link: https://www.econbiz.de/10005780674