Hochschulschrift
Option pricing under time-varying risk aversion with applications to risk forecasting
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Ulm, Universität Ulm, Diss., 2013
- Classification
-
Wirtschaft
- Keyword
-
Indexderivat
Risikoprämie
Prognoseverfahren
Risikoaversion
Anlageverhalten
Zustandsraummodell
Varianzanalyse
Optionspreistheorie
Index-Partizipationsschein
Risikoprämie
Prognoseverfahren
Risikoaversion
Anlageverhalten
Ökonometrisches Modell
Varianzanalyse
Optionspreistheorie
Risikoaversion
- Event
-
Veröffentlichung
- (where)
-
Ulm
- (who)
-
Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften
- (when)
-
2013
- Creator
-
Rahe, Florentin
- URN
-
urn:nbn:de:bsz:289-vts-85538
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:46 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Rahe, Florentin
- Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften
Time of origin
- 2013
Other Objects (12)
Ambiguity and time-varying risk aversion in sovereign debt markets
Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets
Ambiguity and time-varying risk aversion in sovereign debt markets
Testing the preferred-habitat theory: The role of time-varying risk aversion
Consumption Dynamics under Time-Varying Unemployment Risk
Macroeconomic implications of time-varying risk premia
Jump risk, time-varying risk premia, and technical trading profits
Time-varying risk aversion and the profitability of carry trades: Evidence from the cross-quantilogram
Time-varying risk and the relation between idiosyncratic risk and stock return
Time-Varying Market Price of Risk in the CAPM
Time-Varying Risk Shocks and the Zero Lower Bound
Can Time-Varying Currency Risk Hedging Explain Exchange Rates?
Ambiguity and time-varying risk aversion in sovereign debt markets
Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets
Ambiguity and time-varying risk aversion in sovereign debt markets
Testing the preferred-habitat theory: The role of time-varying risk aversion
Consumption Dynamics under Time-Varying Unemployment Risk
Macroeconomic implications of time-varying risk premia
Jump risk, time-varying risk premia, and technical trading profits
Time-varying risk aversion and the profitability of carry trades: Evidence from the cross-quantilogram
Time-varying risk and the relation between idiosyncratic risk and stock return
Time-Varying Market Price of Risk in the CAPM
Time-Varying Risk Shocks and the Zero Lower Bound
Can Time-Varying Currency Risk Hedging Explain Exchange Rates?
Ambiguity and time-varying risk aversion in sovereign debt markets
Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets
Ambiguity and time-varying risk aversion in sovereign debt markets
Testing the preferred-habitat theory: The role of time-varying risk aversion
Consumption Dynamics under Time-Varying Unemployment Risk
Macroeconomic implications of time-varying risk premia
Jump risk, time-varying risk premia, and technical trading profits
Time-varying risk aversion and the profitability of carry trades: Evidence from the cross-quantilogram
Time-varying risk and the relation between idiosyncratic risk and stock return
Time-Varying Market Price of Risk in the CAPM
Time-Varying Risk Shocks and the Zero Lower Bound