Results 221 to 230 of about 140,743 (312)

A Large Bayesian Vector Autoregression of the Yield Curve and Macroeconomic Variables with No-Arbitrage Restriction

Sunho Lee, Kyu Ho Kang
openalex   +1 more source

Applying the Teachings of Behavioural Finance to Risk Arbitrage Strategy

, 2012
Stephane Dieudonne, Fabienne Cretin, Slimane Bouacha   +2 more
openalex   +1 more source

Extreme‐weather risk and the cross‐section of stock returns

Journal of Risk and Insurance, EarlyView.
Abstract We document an extreme‐weather risk premium in the cross‐section of stock returns. Between 1995 and 2019, stocks of domestic U.S. firms with the most negative sensitivity to aggregate storm losses earned an annual excess‐return spread of more than 6 percentage points relative to those with the most positive sensitivity, a difference not ...
Alexander Braun, Julia Braun, Florian Weigert   +2 more
wiley   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Uncertainty, Arbitrage and Intra-industry Trade

, 2002
Sudipto Dasgupta, Tridip Ray, Kit Pong Wong   +2 more
openalex   +1 more source

From gateway to value ladder—The curious case of online mutual aid in China

Journal of Risk and Insurance, EarlyView.
Abstract This study examines how InsurTech‐enabled information provision, specifically the disclosure of claimant information previously unavailable in conventional insurance, influences individuals' insurance uptake. We leverage Mutual Aid (MA) platforms as a natural context to examine how socially framed loss information, peer influence, and salience
Ze Chen, Runhuan Feng, Miao Guo, Tianyang Wang   +3 more
wiley   +1 more source

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]

Entropy (Basel)
Mao W, Liu P, Huang J.
europepmc   +1 more source

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

Temporally consistent tri ledger settlement enables robust and noncontestable coordination in interprovincial power systems. [PDF]

Sci Rep
Ma X, Lv S, Hu W, Huang C, Tan Z.
europepmc   +1 more source

Arbitrage opportunities and efficiency tests in crypto derivatives

Carol Alexander, Xi Chen, Jun Deng, Tianyi Wang   +3 more
openalex   +1 more source