Journal of Economic Dynamics and Control, 0165-1889
Journal
1 - 5 out of 5Page size: 10
- 2021
Option-implied skewness: Insights from ITM-options
Mohrschladt, H. & Schneider, J. C., 01.10.2021, In: Journal of Economic Dynamics and Control. 131, 104227.Research output: Journal contributions › Journal articles › Research › peer-review
- 2015
Robust measurement of (heavy-tailed) risks: Theory and implementation
Schneider, J. C. & Schweizer, N., 01.12.2015, In: Journal of Economic Dynamics and Control. 61, p. 183-203 21 p.Research output: Journal contributions › Journal articles › Research › peer-review
- 2014
Cross-hedging minimum return guarantees: Basis and liquidity risks
Ankirchner, S., Schneider, J. C. & Schweizer, N., 04.2014, In: Journal of Economic Dynamics and Control. 41, p. 93-109 17 p.Research output: Journal contributions › Journal articles › Research › peer-review
- 2010
- Published
On entrepreneurial risk-taking and the macroeconomic effects of financial constraints
Clemens, C. & Heinemann, M., 10.2010, In: Journal of Economic Dynamics and Control. 34, 9, p. 1610-1626 17 p.Research output: Journal contributions › Journal articles › Research › peer-review
- 2009
- Published
E-stability and stability of adaptive learning in models with private information
Heinemann, M., 01.12.2009, In: Journal of Economic Dynamics and Control. 33, 12, p. 2001-2014 14 p.Research output: Journal contributions › Journal articles › Research › peer-review