Similar Search Results

Measuring risk when expected losses are unbounded

Balbás de la Corte, Alejandro; Blanco, Iván; Garrido, … - In: Risks : open access journal 2 (2014) 4, pp. 411-424

This paper proposes a new method to introduce coherent risk measures for risks with infinite expectation, such as those … characterized by some Pareto distributions. Extensions of the conditional value at risk, the weighted conditional value at risk and …

Persistent link: https://www.econbiz.de/10010489103

Uncertainty outside and inside economic models

Hansen, Lars Peter - 2014

Persistent link: https://www.econbiz.de/10010412425

Tenor specific pricing

Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-21

Persistent link: https://www.econbiz.de/10009672593

Coherent price systems and uncertainty-neutral valuation

Beißner, Patrick - 2012

We consider fundamental questions of arbitrage pricing arising when the uncertainty model is given by a set of possible mutually singular probability measures. With a single probability model, essential equivalence between the absence of arbitrage and the existence of an equivalent martingale...

Persistent link: https://www.econbiz.de/10009512789

Expectations, uncertainty and institutions : an application to the analysis of social security reforms

Ferreiro Aparicio, Jesús; Serrano Pérez, Felipe - In: International review of applied economics 26 (2012) 2, pp. 253-266

Persistent link: https://www.econbiz.de/10009612195

Der Preis des Risikos : Optionen und Erwartungen

Del Chicca, Luca; Larcher, Gerhard - In: Der Preis des Risikos, (pp. 50-72). 2008

Persistent link: https://www.econbiz.de/10003736460

The formation of conventional expectations under strong uncertainty : a comment

Dequech, David - In: International journal of social economics 32 (2005) 12, pp. 1063-1068

Persistent link: https://www.econbiz.de/10003194606

Subjective income expectations and income risk

Ramos Morilla, Xavier (contributor); … - 2006

risk differ between agents and the econometrician. Our tests are based on panel data elicited yearly from British … ; income risk ; limited information variances …

Persistent link: https://www.econbiz.de/10003274238

Validating the expectations hypothesis as a set of uncertain restrictions

Carriero, Andrea - 2004

Persistent link: https://www.econbiz.de/10003232937

Heterogeneous expectations and equilibrium price of a risky asset : a note

Dokko, Yoon; Kim, Myung-Jin - 1984

Persistent link: https://www.econbiz.de/10002099514

A service of the

zbw