Are employee stock option exercise decisions better explained through the prospect theory?
|
2018 |
Bahaji, Hamza |
Option implied ambiguity and its information content : evidence from the subprime crisis
|
2018 |
Driouchi, Tarik |
On the robustness of portfolio allocation under copula misspecification
|
2018 |
Ben Saida, Abdallah |
Ex-ante real estate Value at Risk calculation method
|
2018 |
Amédée-Manesme, Charles-Olivier |
Pricing derivatives in the presence of shadow costs of incomplete information and short sales
|
2018 |
Bellalah, Mondher |
Measurement errors in stock markets
|
2018 |
Ben Ameur, Hachmi |
Modelling credit spreads with time volatility, skewness, and kurtosis
|
2018 |
Clark, Ephraim |
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
|
2018 |
Ji, Ran |
Preface: Risk management decisions and wealth management in financial economics
|
2018 |
Ben-Ameur, Hatem |
Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)
|
2018 |
Feldman, David |
Evolutionary-based return forecasting with nonlinear STAR models : evidence from the Eurozone peripheral stock markets
|
2018 |
Avdoulas, Christos |
Risk-based strategies : the social responsibility of investment universes does matter
|
2018 |
Bertrand, Philippe |
Systemic risk, financial markets, and performance of financial institutions
|
2018 |
Lin, Edward M. H. |
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
|
2018 |
Ben Salah, Hanene |
Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
|
2018 |
Abid, Ilyes |
On information costs, short sales and the pricing of extendible options, steps and Parisian options
|
2018 |
Bellalah, Mondher |
How do capital structure and economic regime affect fair prices of bank's equity and liabilities?
|
2018 |
Hainaut, Donatien |
Dynamic portfolio insurance strategies : risk management under Johnson distributions
|
2018 |
Naguez, Naceur |