Results 21 to 30 of about 207,950 (53)

Research trends in insurance risk from 2000–2022: A bibliometric analysis of the literature

Risk Governance and Control: Financial Markets & Institutions
This paper aims to document and synthesize research trends in the domain of “insurance risk” over the past 20 years through bibliometric analysis (Hallinger, 2019) of 894 Scopus keyword-based reviews.
Wilaiporn Suwanmalai, Simon Zaby
semanticscholar   +1 more source

Ranked critical factors in PPP briefings

, 2013
Public-private partnerships (PPPs) are increasingly used to procure Australian infrastructure projects. As with all construction projects, the early briefing stages are often the most crucial in determining a successful outcome. There is, however, a lack
Liyaning Tang, Q. Shen, M. Skitmore, E. W. Cheng   +3 more
semanticscholar   +1 more source

On the formulation and investigation of a boundary value problem for a third-order equation of a parabolic-hyperbolic type

BULLETIN OF THE KARAGANDA UNIVERSITY-MATHEMATICS
In the paper a novel boundary value problem for a third-order partial differential equation (PDE) of a parabolic-hyperbolic type, within a pentagonal domain consisting of both parabolic and hyperbolic regions was investigated.
M. Mamajonov, Q. Rakhimov, K. Shermatova
semanticscholar   +1 more source

Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach [PDF]

, 2017
In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as anomalies the theory of rational finance cannot explain: Predictability of asset returns, The Equity Premium, (The Volatility Puzzle. We offer resolutions of those objections within the rational finance.
arxiv   +1 more source

Bachelier's Market Model for ESG Asset Pricing [PDF]

arXiv, 2023
Environmental, Social, and Governance (ESG) finance is a cornerstone of modern finance and investment, as it changes the classical return-risk view of investment by incorporating an additional dimension of investment performance: the ESG score of the investment.
arxiv  

Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples [PDF]

arXiv, 2023
In this paper we provide an exhaustive survey of the current state of the mathematics of filtration enlargement and an interpretation of the key results of the literature from the viewpoint of mathematical finance. The emphasis is on providing a well-structured compendium of known mathematical results that can be used by researchers in mathematical ...
arxiv  

Q-Factors and Investment CAPM

Oxford Research Encyclopedia of Economics and Finance, 2019
The Hou–Xue–Zhang q-factor model says that the expected return of an asset in excess of the risk-free rate is described by its sensitivities to the market factor, a size factor, an investment factor, and a return on equity (ROE) factor.

semanticscholar   +1 more source

Shortfall Minimization for Game Options in Discrete Time [PDF]

arXiv, 2018
We prove existence of a self-financing strategy which minimizes shortfall for game options in discrete ...
arxiv  

Default Contagion with Domino Effect , A First Passage Time Approach [PDF]

arXiv, 2017
The present paper introduces a structural framework to model dependent defaults, with a particular interest in their contagion.
arxiv  

From multi-dimensional black scholes to Hamilton jacobi [PDF]

arXiv, 2019
The first widely used financial model is linked to dynamical Hamilton jacobi ...
arxiv