Found 12 Documents (Results 1–12)
Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics. (English) Zbl 1491.91156
‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets. (English) Zbl 1491.91158
Proper fund size: a perspective from both investors and fund managers. (English) Zbl 1491.91126
MSC:
91G10
On the investment strategies in occupational pension plans. (English) Zbl 1491.91104
Reviewer: Christos E. Kountzakis (Karlovassi)
MSC:
91G05
Smooth ambiguity preferences and asset prices with a jump-diffusion process. (English) Zbl 1491.91154
Pricing electricity day-ahead cap futures with multifactor skew-t densities. (English) Zbl 1491.91149
MSC:
91G20
A new representation of the risk-neutral distribution and its applications. (English) Zbl 1491.91141
MSC:
91G20
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