Relevant coherent measures of risk
Article Abstract:
A study on the property of relevance of coherent risk measures and an elucidation to the problem of hedging prices is presented.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
Hedging (Finance)
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
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Inter-temporal preference for flexibility and risky choice
Article Abstract:
An inter-temporal choice theory for flexibility of risk choices, under a time consistency condition, is proposed.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
United States, Decision theory
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
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Sorting in risk-aversion and asset price volatility
Article Abstract:
A study showing that the new market entrants are averse of risk and asset price volatility is presented.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2005
Product introduction, New Products/Services, Mexico, Venture Analysis, Business enterprises
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2005
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Subjects list: Analysis, Management, Canada, Risk (Economics), Pricing, Company business management, Product price
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