default search action
Risk and Decision Analysis, Volume 6
Volume 6, Number 1, 2016
- Ernest K. Poku, Mark R. Towler, Niamh M. Cummins, Declan J. Curran, Ozgur Turetken:
A multi-study cost-effectiveness comparison of the QFracture and FRAX fracture risk algorithms. 1-6 - Charles S. Tapiero, Oren J. Tapiero, Guy Jumarie:
The price of granularity and fractional finance. 7-21 - ChongSeok Hyun, Jeongsook Park, Kiseop Lee:
The effect of limit order flows at the best quotes on price changes. 23-36 - Spyros Makridakis, Nikolaos P. Bakas:
Forecasting and uncertainty: A survey. 37-64 - J. Molins, Eduard Vives:
Model risk on credit risk. 65-78
Volume 6, Number 2, 2017
- M. Teresa Robles-Alcaráz, Oscar Vega-Amaya, J. Adolfo Minjárez-Sosa:
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces. 79-95 - Josselin Garnier, George Papanicolaou, Tzu-Wei Yang:
A risk analysis for a system stabilized by a central agent. 97-120 - Saran Ahuja, George Papanicolaou, Weiluo Ren, Tzu-Wei Yang:
Limit order trading with a mean reverting reference price. 121-136 - Unurjargal Nyambuu:
Self-serving altruistic behavior and its implications for consumption, trade, and foreign exchange rates. 137-149 - Tim Leung, Zongxi Li:
Timing options for a startup with early termination and competition risks. 151-166 - Anna Glazyrina, Alexander Melnikov:
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time. 167-175 - Risk and decision analysis (RDA): The educational corner. 177
- Peter Carr:
Why is VIX a fear gauge? 179-185 - Charles S. Tapiero, Konstantin Kogan:
Wealth and strategic financial consumption pricing. 187-191
Volume 6, Number 3, 2017
- Lorne N. Switzer, Nabil El Meslmani:
The idiosyncratic volatility puzzle and mergers and acquisitions activity. 193-212 - Dominique Guégan, Bertrand Hassani, Kehan Li:
Measuring risks in the tail: The extreme VaR and its confidence interval. 213-224 - Zohreh Zamani, G. R. Mohtashami Borzadaran, Mohammad Amini:
A note on some preservation results on the Laplace transform ordering of residual lives. 225-229 - Om Parkash, Rakesh Kumar:
Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM. 231-237 - Educational Corner. 239
- Stylianos Perrakis:
Transaction costs and option prices. 241-248
Volume 6, Number 4, 2017
- Wai-Ki Ching, Jia-Wen Gu, Xiaoyue Li, Tak Kuen Siu, Harry Zheng:
On infectious model for dependent defaults. 249-261 - Joongyeub Yeo, George Papanicolaou:
Risk control of mean-reversion time in statistical arbitrage. 263-290 - Charles S. Tapiero:
Data science and intelligence. 291-298 - Firano Zakaria, Filali Adib Fatine:
Evidence of the cross border contagion risk for Moroccan banking system. 299-315
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.