| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An explicit analytic formula for pricing barrier options with regime switching
|
Chan, Leunglung
|
|
2014
|
|
1 |
p. 29-37
|
artikel
|
| 2 |
An integrated model for fire sales and default contagion
|
Detering, Nils
|
|
|
|
1 |
p. 59-101
|
artikel
|
| 3 |
An optimal portfolio and consumption problem with a benchmark and partial information
|
Bellalah, Mondher
|
|
|
|
1 |
p. 127-152
|
artikel
|
| 4 |
An optimal trading problem in intraday electricity markets
|
Aïd, René
|
|
2015
|
|
1 |
p. 49-85
|
artikel
|
| 5 |
An optimization model for minimizing systemic risk
|
Castellano, Rosella
|
|
|
|
1 |
p. 103-129
|
artikel
|
| 6 |
A note on utility based pricing and asymptotic risk diversification
|
Bouchard, Bruno
|
|
2011
|
|
1 |
p. 59-74
|
artikel
|
| 7 |
Arbitrage and hedging in a non probabilistic framework
|
Alvarez, A.
|
|
2012
|
|
1 |
p. 1-28
|
artikel
|
| 8 |
A regime switching model for temperature modeling and applications to weather derivatives pricing
|
Türkvatan, Aysun
|
|
|
|
1 |
p. 1-42
|
artikel
|
| 9 |
A robust consumption model when the intensity of technological progress is ambiguous
|
Tsujimura, Motoh
|
|
|
|
1 |
p. 23-47
|
artikel
|
| 10 |
Asset price bubbles, market liquidity, and systemic risk
|
Jarrow, Robert
|
|
|
|
1 |
p. 5-40
|
artikel
|
| 11 |
Asset prices in an ambiguous economy
|
Pennesi, Daniele
|
|
2017
|
|
1 |
p. 55-73
|
artikel
|
| 12 |
Asymptotic power utility-based pricing and hedging
|
Kallsen, Jan
|
|
2013
|
|
1 |
p. 1-28
|
artikel
|
| 13 |
Backward nonlinear expectation equations
|
Belak, Christoph
|
|
2017
|
|
1 |
p. 111-134
|
artikel
|
| 14 |
Brownian equilibria under Knightian uncertainty
|
Beißner, Patrick
|
|
2015
|
|
1 |
p. 39-56
|
artikel
|
| 15 |
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
|
Jarrow, Robert
|
|
2018
|
|
1 |
p. 115-146
|
artikel
|
| 16 |
Cointegration in continuous time for factor models
|
Benth, Fred Espen
|
|
2018
|
|
1 |
p. 87-114
|
artikel
|
| 17 |
Combining different models
|
Rogers, L. C. G.
|
|
2017
|
|
1 |
p. 97-109
|
artikel
|
| 18 |
Compound Poisson models for weighted networks with applications in finance
|
Gandy, Axel
|
|
|
|
1 |
p. 131-153
|
artikel
|
| 19 |
Continuity properties of law-invariant (quasi-)convex risk functions on L∞
|
Svindland, Gregor
|
|
2010
|
|
1 |
p. 39-43
|
artikel
|
| 20 |
Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition
|
Park, Hyungbin
|
|
|
|
1 |
p. 1-50
|
artikel
|
| 21 |
Convex compactness and its applications
|
Žitković, Gordan
|
|
2010
|
|
1 |
p. 1-12
|
artikel
|
| 22 |
Cost-efficient contingent claims with market frictions
|
Ghossoub, Mario
|
|
2015
|
|
1 |
p. 87-111
|
artikel
|
| 23 |
Diversification, protection of liability holders and regulatory arbitrage
|
Koch-Medina, Pablo
|
|
2016
|
|
1 |
p. 63-83
|
artikel
|
| 24 |
Dual characterization of properties of risk measures on Orlicz hearts
|
Cheridito, Patrick
|
|
2008
|
|
1 |
p. 29-55
|
artikel
|
| 25 |
Dual representations for systemic risk measures
|
Ararat, Çağın
|
|
|
|
1 |
p. 139-174
|
artikel
|
| 26 |
Dual representations for systemic risk measures based on acceptance sets
|
Arduca, Maria
|
|
|
|
1 |
p. 155-184
|
artikel
|
| 27 |
Event risk, contingent claims and the temporal resolution of uncertainty
|
Collin-Dufresne, Pierre
|
|
2013
|
|
1 |
p. 29-69
|
artikel
|
| 28 |
Foreign exchange markets with Last Look
|
Cartea, Álvaro
|
|
2018
|
|
1 |
p. 1-30
|
artikel
|
| 29 |
Foreword
|
|
|
2015
|
|
1 |
p. 1-2
|
artikel
|
| 30 |
Foreword to the special issue on “Robustness, Knightian uncertainty, and games in finance”
|
Riedel, Frank
|
|
2017
|
|
1 |
p. 1-3
|
artikel
|
| 31 |
Fractional risk process in insurance
|
Kumar, Arun
|
|
|
|
1 |
p. 43-65
|
artikel
|
| 32 |
Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail
|
Wong, Tat Wing
|
|
|
|
1 |
p. 67-95
|
artikel
|
| 33 |
How safe are central counterparties in credit default swap markets?
|
Paddrik, Mark
|
|
|
|
1 |
p. 41-57
|
artikel
|
| 34 |
Insurance guaranty premiums and exchange options
|
Lee, Hangsuck
|
|
|
|
1 |
p. 49-77
|
artikel
|
| 35 |
Investment and consumption without commitment
|
Ekeland, Ivar
|
|
2008
|
|
1 |
p. 57-86
|
artikel
|
| 36 |
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model
|
Wu, Xiaoqin
|
|
|
|
1 |
p. 125-152
|
artikel
|
| 37 |
Lebesgue property for convex risk measures on Orlicz spaces
|
Orihuela, J.
|
|
2012
|
|
1 |
p. 15-35
|
artikel
|
| 38 |
Liquidation with self-exciting price impact
|
Cayé, Thomas
|
|
2015
|
|
1 |
p. 15-28
|
artikel
|
| 39 |
Liquidity-adjusted risk measures
|
Weber, S.
|
|
2012
|
|
1 |
p. 69-91
|
artikel
|
| 40 |
Liquidity risk and optimal dividend/investment strategies
|
Chevalier, Etienne
|
|
2016
|
|
1 |
p. 111-135
|
artikel
|
| 41 |
Liquidity risk and the term structure of interest rates
|
Jarrow, Robert A.
|
|
2014
|
|
1 |
p. 57-83
|
artikel
|
| 42 |
Managing inventory with proportional transaction costs
|
Gallien, Florent
|
|
|
|
1 |
p. 121-138
|
artikel
|
| 43 |
Market selection: hungry misers and bloated bankrupts
|
Nishide, Katsumasa
|
|
2011
|
|
1 |
p. 47-66
|
artikel
|
| 44 |
Mean field portfolio games with consumption
|
Fu, Guanxing
|
|
|
|
1 |
p. 79-99
|
artikel
|
| 45 |
Measuring risk with multiple eligible assets
|
Farkas, Walter
|
|
2014
|
|
1 |
p. 3-27
|
artikel
|
| 46 |
Multidimensional investment problem
|
Christensen, Sören
|
|
2017
|
|
1 |
p. 75-95
|
artikel
|
| 47 |
Nonlinear equity valuation using conic finance and its regulatory implications
|
Madan, Dilip B.
|
|
2018
|
|
1 |
p. 31-65
|
artikel
|
| 48 |
Nonmyopic optimal portfolios in viable markets
|
Cvitanić, Jakša
|
|
2013
|
|
1 |
p. 71-108
|
artikel
|
| 49 |
On optimal partitions, individual values and cooperative games: Does a wiser agent always produce a higher value?
|
Wolansky, Gershon
|
|
2016
|
|
1 |
p. 85-109
|
artikel
|
| 50 |
On pricing and hedging in financial markets with long-range dependence
|
Melnikov, Alexander
|
|
2011
|
|
1 |
p. 29-46
|
artikel
|
| 51 |
On the equivalence of financial structures with long-term assets
|
Bonnisseau, Jean-Marc
|
|
2016
|
|
1 |
p. 25-44
|
artikel
|
| 52 |
Optimal collective investment: an analysis of individual welfare
|
Branger, Nicole
|
|
|
|
1 |
p. 101-125
|
artikel
|
| 53 |
Optimal compensation with adverse selection and dynamic actions
|
Cvitanić, Jakša
|
|
2007
|
|
1 |
p. 21-55
|
artikel
|
| 54 |
Optimal contracting with effort and misvaluation
|
Capponi, Agostino
|
|
2012
|
|
1 |
p. 93-128
|
artikel
|
| 55 |
Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction
|
Liang, Jin
|
|
|
|
1 |
p. 89-123
|
artikel
|
| 56 |
Optimal credit investment and risk control for an insurer with regime-switching
|
Bo, Lijun
|
|
2018
|
|
1 |
p. 147-172
|
artikel
|
| 57 |
Optimal derivatives design for mean–variance agents under adverse selection
|
Carlier, Guillaume
|
|
2007
|
|
1 |
p. 57-80
|
artikel
|
| 58 |
Optimal incentive contracts under relative income concerns
|
Goukasian, Levon
|
|
2010
|
|
1 |
p. 57-86
|
artikel
|
| 59 |
Optimal investment with inside information and parameter uncertainty
|
Danilova, Albina
|
|
2010
|
|
1 |
p. 13-38
|
artikel
|
| 60 |
Optimal portfolio choice: a minimum expected loss approach
|
Ramírez-Hassan, Andrés
|
|
|
|
1 |
p. 97-120
|
artikel
|
| 61 |
Optimal portfolio liquidation with additional information
|
Ankirchner, Stefan
|
|
2015
|
|
1 |
p. 1-14
|
artikel
|
| 62 |
Optimal portfolios in the presence of stress scenarios A worst-case approach
|
Korn, Ralf
|
|
|
|
1 |
p. 153-185
|
artikel
|
| 63 |
Optimal securitization of credit portfolios via impulse control
|
Frey, Rüdiger
|
|
2010
|
|
1 |
p. 1-28
|
artikel
|
| 64 |
Optimal stopping under ambiguity in continuous time
|
Cheng, Xue
|
|
2012
|
|
1 |
p. 29-68
|
artikel
|
| 65 |
Positive alphas and a generalized multiple-factor asset pricing model
|
Jarrow, Robert
|
|
2015
|
|
1 |
p. 29-48
|
artikel
|
| 66 |
Preface to the special issue on systemic risk and financial networks
|
Capponi, Agostino
|
|
|
|
1 |
p. 1-3
|
artikel
|
| 67 |
Price impact equilibrium with transaction costs and TWAP trading
|
Noh, Eunjung
|
|
|
|
1 |
p. 187-204
|
artikel
|
| 68 |
Risk minimization and optimal derivative design in a principal agent game
|
Horst, Ulrich
|
|
2008
|
|
1 |
p. 1-27
|
artikel
|
| 69 |
Robust return risk measures
|
Bellini, Fabio
|
|
2017
|
|
1 |
p. 5-32
|
artikel
|
| 70 |
Robust utility maximization under model uncertainty via a penalization approach
|
Guo, Ivan
|
|
|
|
1 |
p. 51-88
|
artikel
|
| 71 |
Set-valued risk measures for conical market models
|
Hamel, Andreas H.
|
|
2011
|
|
1 |
p. 1-28
|
artikel
|
| 72 |
Structured products equilibria in conic two price markets
|
Madan, Dilip B.
|
|
2012
|
|
1 |
p. 37-57
|
artikel
|
| 73 |
Symmetry axioms and perceived ambiguity
|
Klibanoff, Peter
|
|
2017
|
|
1 |
p. 33-54
|
artikel
|
| 74 |
Systemic cascades on inhomogeneous random financial networks
|
Hurd, T. R.
|
|
|
|
1 |
p. 1-21
|
artikel
|
| 75 |
Systemic credit freezes in financial lending networks
|
Acemoglu, Daron
|
|
|
|
1 |
p. 185-232
|
artikel
|
| 76 |
The equity risk premium and the riskfree rate in an economy with borrowing constraints
|
Kogan, Leonid
|
|
2007
|
|
1 |
p. 1-19
|
artikel
|
| 77 |
The financial market: not as big as you think
|
Tian, Weidong
|
|
2018
|
|
1 |
p. 67-85
|
artikel
|
| 78 |
The golden rule when preferences are time inconsistent
|
Ekeland, Ivar
|
|
2010
|
|
1 |
p. 29-55
|
artikel
|
| 79 |
The learning premium
|
Bichuch, Maxim
|
|
|
|
1 |
p. 175-205
|
artikel
|
| 80 |
The lifetime of a financial bubble
|
Obayashi, Yoshiki
|
|
2016
|
|
1 |
p. 45-62
|
artikel
|
| 81 |
The robust Merton problem of an ambiguity averse investor
|
Biagini, Sara
|
|
2016
|
|
1 |
p. 1-24
|
artikel
|
| 82 |
Utility maximization, risk aversion, and stochastic dominance
|
Beiglböck, Mathias
|
|
2011
|
|
1 |
p. 1-13
|
artikel
|
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