The following pages link to (Q3619682):
Displaying 42 items.
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- Envelope theorems in Banach lattices and asset pricing (Q496582) (← links)
- On aggregation and representative agent equilibria (Q684175) (← links)
- Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
- Predetermined interest rates in an analytical RBC model (Q1629610) (← links)
- Convex dynamic programming with (bounded) recursive utility (Q1693185) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Divergent risk-attitudes and endogenous collateral constraints (Q1995320) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
- Measuring systematic risk with neural network factor model (Q2137662) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- Cash holdings, M\&A decision and risk premium (Q2164530) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- History of mathematics: a global cultural approach. Abstracts from the workshop held December 13--19, 2020 (online meeting) (Q2232324) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
- An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio (Q2419787) (← links)
- Hedging insurance books (Q2520465) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
- Large-scale Sparse Inverse Covariance Matrix Estimation (Q4613512) (← links)
- EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS (Q4631695) (← links)
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 (Q4683078) (← links)
- General equilibrium pricing with multiple dividend streams and regime switching (Q4683085) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
- Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
- Technical Note—Options Portfolio Selection (Q5130505) (← links)
- OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)
- GLOBAL AND REGIONAL RISKS IN CURRENCY RETURNS (Q5210918) (← links)
- Leveraging a call-put ratio as a trading signal (Q5234336) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks (Q6106655) (← links)
- Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
- An approximation approach to dynamic programming with unbounded returns (Q6121892) (← links)
- Asset pricing with neural networks: significance tests (Q6193024) (← links)
