| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A new methodology for studying the equity premium
|
Appelbaum, Elie
|
|
2008
|
176 |
1 |
p. 109-126
|
article
|
| 2 |
Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution
|
Adcock, C. J.
|
|
2009
|
176 |
1 |
p. 221-234
|
article
|
| 3 |
Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry
|
Baecker, P. N.
|
|
2009
|
176 |
1 |
p. 311-332
|
article
|
| 4 |
Cost minimization and the stochastic discount factor
|
Chambers, Robert G.
|
|
2008
|
176 |
1 |
p. 349-368
|
article
|
| 5 |
Dominance-based Rough Set Approach to decision under uncertainty and time preference
|
Greco, Salvatore
|
|
2009
|
176 |
1 |
p. 41-75
|
article
|
| 6 |
Economically relevant preferences for all observed epsilon
|
Levy, Haim
|
|
2008
|
176 |
1 |
p. 153-178
|
article
|
| 7 |
Employee stock ownership and diversification
|
Markowitz, Harry M.
|
|
2009
|
176 |
1 |
p. 95-107
|
article
|
| 8 |
Estimation of production risk and risk preference function: a nonparametric approach
|
Kumbhakar, Subal C.
|
|
2008
|
176 |
1 |
p. 369-378
|
article
|
| 9 |
Introduction to the theory and applications of uncertainty
|
Alghalith, Moawia
|
|
2009
|
176 |
1 |
p. 1-5
|
article
|
| 10 |
Inventory management with partially observed nonstationary demand
|
Bayraktar, Erhan
|
|
2009
|
176 |
1 |
p. 7-39
|
article
|
| 11 |
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures
|
Borgonovo, E.
|
|
2008
|
176 |
1 |
p. 235-258
|
article
|
| 12 |
Nondiscrimination and monotonicity in fair division
|
Pratt, John W.
|
|
2009
|
176 |
1 |
p. 379-387
|
article
|
| 13 |
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
|
Elliott, Robert J.
|
|
2008
|
176 |
1 |
p. 271-291
|
article
|
| 14 |
Optimal investment strategy to minimize occupation time
|
Bayraktar, Erhan
|
|
2008
|
176 |
1 |
p. 389-408
|
article
|
| 15 |
Representing risk preferences in expected utility based decision models
|
Meyer, Jack
|
|
2008
|
176 |
1 |
p. 179-190
|
article
|
| 16 |
Robust portfolios: contributions from operations research and finance
|
Fabozzi, Frank J.
|
|
2009
|
176 |
1 |
p. 191-220
|
article
|
| 17 |
Run lengths and liquidity
|
Das, Sanjiv R.
|
|
2009
|
176 |
1 |
p. 127-152
|
article
|
| 18 |
Shared destinies and the measurement of social risk equity
|
Gajdos, Thibault
|
|
2009
|
176 |
1 |
p. 409-424
|
article
|
| 19 |
Some consequences of correlation aversion in decision science
|
Denuit, Michel
|
|
2008
|
176 |
1 |
p. 259-269
|
article
|
| 20 |
Stochastic models for risk estimation in volatile markets: a survey
|
Stoyanov, Stoyan V.
|
|
2008
|
176 |
1 |
p. 293-309
|
article
|
| 21 |
Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm
|
Kosuch, Stefanie
|
|
2009
|
176 |
1 |
p. 77-93
|
article
|
| 22 |
Valuing the switching flexibility of the ethanol-gas flex fuel car
|
Bastian-Pinto, Carlos
|
|
2009
|
176 |
1 |
p. 333-348
|
article
|
Journal description