The following pages link to Decisions in Economics and Finance (Q206421):
Displaying 50 items.
- Endogenous trading in credit default swaps (Q272211) (← links)
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- On the choice between two delta-hedging strategies (Q272214) (← links)
- A note on the symmetry of all Nash equilibria in games with increasing best replies (Q272217) (← links)
- A representation of risk measures (Q272219) (← links)
- A note on fourth-order risk aversion (Q272221) (← links)
- Investing equally in risk (Q354660) (← links)
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- Stackelberg problems with followers in the grand coalition of a TU-game (Q354662) (← links)
- Performance of investment strategies in the absence of correct beliefs (Q354664) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- Robustness for path-dependent volatility models (Q377786) (← links)
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty (Q377790) (← links)
- The firm under uncertainty: real and financial decisions (Q377793) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Estimation of the regression slope by means of Gini's cograduation index (Q524888) (← links)
- Diversification preferences in the theory of choice (Q524890) (← links)
- Throwing good money after bad (Q524893) (← links)
- Isometric operators on Hilbert spaces and Wold decomposition of stationary time series (Q524895) (← links)
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- Real options game models of R\&D competition between asymmetric firms with spillovers (Q524898) (← links)
- Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
- The link between the Shapley value and the beta factor (Q524900) (← links)
- A note on portfolio selection and stochastic dominance (Q524901) (← links)
- A short proof of Deb's theorem on Schwartz's rule (Q524902) (← links)
- A customer's utility measure based on the reliability of multi-state systems (Q538269) (← links)
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
- Real options game analysis of sleeping patents (Q538273) (← links)
- On robust asymmetric equilibria in asymmetric R\&D-driven growth economies (Q538275) (← links)
- Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model (Q604676) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- Mixture sets on finite domains (Q604678) (← links)
- A closed-form solution for the continuous-time consumption model with endogenous labor income (Q604679) (← links)
- Adaptive algorithms for maximizing overall stock return (Q604682) (← links)
- Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets (Q651334) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Allocation of public funds to R\&D: A portfolio choice-styled decision model and a biotechnology case study (Q651339) (← links)
- Optimality in a financial economy with outside money and restricted participation. (Q698349) (← links)
- Asset pricing with endogeneous aspirations (Q698350) (← links)
- Homothetic preferences on star-shaped sets. (Q698351) (← links)
- A discrete-time algorithm for pricing double barrier options. (Q698352) (← links)
- A note on mixture sets in decision theory (Q698353) (← links)
- On the use of capacities in representing premium calculation principles (Q698355) (← links)
- Foreword to the special issue on nonlinear economic dynamics (Q742456) (← links)
- Expectations and industry location: a discrete time dynamical analysis (Q742457) (← links)
- One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets (Q742458) (← links)
- Discrete-time delay dynamics of boundedly rational monopoly (Q742459) (← links)
- Endogenous lifetime, accidental bequests and economic growth (Q742460) (← links)
