Risk Seeking, Nonconvex Remuneration and Regime Switching

International Journal of Theoretical and Applied Finance - Singapore
doi 10.1142/s0219024915500090
Full Text
Abstract

Available in full text

Date
Authors
Publisher

World Scientific Pub Co Pte Lt

Related search

Real Options With Priced Regime-Switching Risk

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2013English

Pricing and Hedging Contingent Claims With Regime Switching Risk

Communications in Mathematical Sciences
MathematicsApplied Mathematics
2011English

Analytical Value-At-Risk and Expected Shortfall Under Regime-Switching

Finance Research Letters
Finance
2009English

EWS-GARCH: New Regime Switching Approach to Forecast Value-At-Risk

Central European Economic Journal
2018English

Asset Allocation Under Multivariate Regime Switching

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2007English

Non-Cash Risk Measure on Nonconvex Sets

Mathematics
Mathematics
2018English

Speculative Behaviour, Regime-Switching and Stock Market Crashes

SSRN Electronic Journal
1998English

Stochastic Regime Switching and Stabilizing Policies Within Regimes

International Journal of Finance and Economics
AccountingEconomicsEconometricsFinance
1996English

Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy