| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A class of time inconsistent risk measures and backward stochastic Volterra integral equations
|
Wang, Tianxiao
|
|
2013
|
|
1 |
p. 17-24
|
artikel
|
| 2 |
A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result
|
Yam, S.C.P.
|
|
2013
|
|
1 |
p. 25-38
|
artikel
|
| 3 |
A multi-study cost-effectiveness comparison of the QFracture and FRAX fracture risk algorithms
|
Poku, Ernest K.
|
|
2016
|
|
1 |
p. 1-6
|
artikel
|
| 4 |
A revision of industrial risk management: Decisions and experimental tools in risk business
|
Beaudouin, François
|
|
2008
|
|
1 |
p. 3-20
|
artikel
|
| 5 |
A risk management approach to RBAC
|
Celikel, Ebru
|
|
2008
|
|
1 |
p. 21-33
|
artikel
|
| 6 |
Discontinuous piecewise polynomial collocation in two dimensions
|
Loustau, John
|
|
2013
|
|
1 |
p. 47-57
|
artikel
|
| 7 |
Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process
|
Akiyama, Naho
|
|
|
|
1 |
p. 1-9
|
artikel
|
| 8 |
Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities
|
Fung, Hon-Kwok
|
|
2013
|
|
1 |
p. 59-68
|
artikel
|
| 9 |
Financial derivatives and risk models
|
Yiu, Cedric
|
|
2013
|
|
1 |
p. 1
|
artikel
|
| 10 |
Forecasting and uncertainty: A survey
|
Makridakis, Spyros. Rector
|
|
2016
|
|
1 |
p. 37-64
|
artikel
|
| 11 |
Futures trading and commodity spot market volatility: Empirical evidence on selected commodities in Indian market
|
Parsa, Masoud
|
|
2014
|
|
1 |
p. 43-61
|
artikel
|
| 12 |
Identifying the factors influencing digital marketing and brand-consumer relationship
|
Aancy, H. Mickle
|
|
|
|
1 |
p. 19-29
|
artikel
|
| 13 |
Model risk on credit risk
|
Molins, J.
|
|
2016
|
|
1 |
p. 65-78
|
artikel
|
| 14 |
Multifractional processes in finance
|
Bianchi, Sergio
|
|
2014
|
|
1 |
p. 1-22
|
artikel
|
| 15 |
On a discrete-time risk model with delayed claims and dividends
|
Yuen, Kam Chuen
|
|
2013
|
|
1 |
p. 3-16
|
artikel
|
| 16 |
On the Markowitz mean–variance analysis of self-financing portfolios
|
Bai, Zhidong
|
|
2008
|
|
1 |
p. 35-42
|
artikel
|
| 17 |
Pricing portfolios of contracts on cumulative temperature with risk premium determination
|
Stojanovic, Srdjan
|
|
2014
|
|
1 |
p. 75-98
|
artikel
|
| 18 |
Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis
|
Seshadri, Sridhar
|
|
2014
|
|
1 |
p. 63-73
|
artikel
|
| 19 |
Reinforcement learning paycheck optimization for multivariate financial goals
|
Alaluf, Melda
|
|
|
|
1 |
p. 11-18
|
artikel
|
| 20 |
Reply to Willi Semmler's and Lucas Bernard's Comments
|
Munier, Bertrand
|
|
2010
|
|
1 |
p. 59-61
|
artikel
|
| 21 |
Risk and Decision Analysis
|
Bensoussan, Alain
|
|
2008
|
|
1 |
p. 1-2
|
artikel
|
| 22 |
Screen based trading, the cost of carry, and futures market efficiency
|
Switzer, Lorne N.
|
|
2008
|
|
1 |
p. 57-71
|
artikel
|
| 23 |
The effect of limit order flows at the best quotes on price changes
|
Hyun, ChongSeok
|
|
2016
|
|
1 |
p. 23-36
|
artikel
|
| 24 |
The price of granularity and fractional finance
|
Tapiero, Charles S.
|
|
2016
|
|
1 |
p. 7-21
|
artikel
|
| 25 |
Valuation of credit contingent interest rate swap
|
Liang, Jin
|
|
2013
|
|
1 |
p. 39-46
|
artikel
|
| 26 |
Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling
|
Melnikov, Alexander
|
|
2014
|
|
1 |
p. 23-41
|
artikel
|
| 27 |
VaR constrained hedging of fixed price load-following obligations in competitive electricity markets
|
Oum, Yumi
|
|
2008
|
|
1 |
p. 43-56
|
artikel
|
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