Works matching IS 02545330 AND DT 2018 AND VI 262 AND IP 2
Results: 18
Preface: Risk management decisions and wealth management in Financial Economics.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 239, doi. 10.1007/s10479-018-2767-5
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Pricing derivatives in the presence of shadow costs of incomplete information and short sales.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 389, doi. 10.1007/s10479-016-2256-7
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Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 653, doi. 10.1007/s10479-016-2235-z
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How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 519, doi. 10.1007/s10479-016-2210-8
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Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 241, doi. 10.1007/s10479-016-2143-2
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Measurement errors in stock markets.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 287, doi. 10.1007/s10479-016-2138-z
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On the robustness of portfolio allocation under copula misspecification.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 631, doi. 10.1007/s10479-016-2137-0
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Are employee stock option exercise decisions better explained through the prospect theory?
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 335, doi. 10.1007/s10479-016-2127-2
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Dynamic portfolio insurance strategies: risk management under Johnson distributions.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 605, doi. 10.1007/s10479-016-2121-8
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Systemic risk, financial markets, and performance of financial institutions.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 579, doi. 10.1007/s10479-016-2113-8
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Risk-based strategies: the social responsibility of investment universes does matter.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 413, doi. 10.1007/s10479-015-2081-4
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Option implied ambiguity and its information content: Evidence from the subprime crisis.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 463, doi. 10.1007/s10479-015-2079-y
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Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 307, doi. 10.1007/s10479-015-2078-z
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On information costs, short sales and the pricing of extendible options, steps and Parisian options.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 361, doi. 10.1007/s10479-015-2050-y
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<italic>Ex-ante</italic> real estate Value at Risk calculation method.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 257, doi. 10.1007/s10479-015-2046-7
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Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 547, doi. 10.1007/s10479-015-2044-9
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Modelling credit spreads with time volatility, skewness, and kurtosis.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 431, doi. 10.1007/s10479-015-1975-5
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Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles).
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 493, doi. 10.1007/s10479-015-1972-8
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