Good deal indices in asset pricing: actuarial and financial implications-Reference-Cited by-同舟云学术

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Good deal indices in asset pricing: actuarial and financial implications

Published:2017-05-22 Issue:4 Volume:26 Page:1475-1503
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Intl. Trans. in Op. Res.

Author:

Balbás Alejandro¹,Garrido José²,Okhrati Ramin³

Affiliation:

1. University Carlos III of Madrid; C/Madrid, 126 28903 Getafe, Madrid Spain

2. Department of Mathematics and Statistics; Concordia University; 1455 de Maisonneuve Blvd. W. Montreal Canada H3G 1M8

3. Mathematical Sciences; University of Southampton; Highfield Southampton SO17 1BJ UK

Funder

Natural Sciences and Engineering Research Council of Canada

Spanish Ministry of Economy

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/itor.12424/fullpdf

Reference38 articles.

1. Optimal risk management using options;Ahn;The Journal of Finance,1999

2. Uncertainty and the welfare of medical care;Arrow;American Economic Review,1963

3. Coherent measures of risk;Artzner;Mathematical Finance,1999

4. Outperforming benchmarks with their derivatives: theory and empirical evidence;Balbás;The Journal of Risk,2016a

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