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ORCIDRisk and Decision Analysis, Volume 2
Volume 2, Number 1, 2010
- From preferences on resolution time in risky bets to the modeling of complex financialized markets. 1-3
- Robin Pope, Reinhard Selten:
Risk in a simple temporal framework for expected utility theory and for SKAT, the Stages of Knowledge Ahead Theory. 5-32 - Bertrand Munier:
Boundedly rational exuberance on commodity markets. 33-50 - Willi Semmler
, Lucas Bernard:
"Boundedly rational exuberance in commodity markets" - Some comments on Bertrand Munier. 51-58 - Bertrand Munier:
Reply to Willi Semmler's and Lucas Bernard's Comments. 59-61
Volume 2, Number 2, 2010
- John J. Liu:
A Special Issue of Journal of Risk and Decision Analysis on Maritime Risk and Insurance Analysis. 63-64 - Kevin Li, John J. Liu, Jia Yan:
Valuation of information-sharing in marine mutual insurance. 65-74 - Jiguang Yuan, John J. Liu:
QVI characterization of contingent options in marine mutual insurance. 75-83 - Tahir Choulli, Michael Taksar:
Excess-of-loss reinsurance under taxes and fixed costs. 85-101 - Shangzhen Luo, Michael Taksar:
Optimal excess-of-loss reinsurance under borrowing constraints. 103-123
Volume 2, Number 3, 2011
- Philip Maymin:
Behavioral finance has come of age. 125 - Gregg S. Fisher:
Behavioral finance from a practitioner's viewpoint. 127 - Lan Sun:
The use of a new instrument principal component in tests of earnings management behaviour. 129-143 - Philip Maymin, Gregg S. Fisher:
Past performance is indicative of future beliefs. 145-150 - Svitlana Kuznetsova:
The transformation of accounting systems in the chaotic economy structuring: The synergetic approach. 151-160 - Hyeng Keun Koo, Gyoocheol Shim:
The crisis and financial engineering. 161-170 - Kyoung-Nan Kwon, Jinkook Lee:
Moderating effects of consumer knowledge on the perception of small probabilities of risk. 171-179
Volume 2, Number 4, 2011
- Charles S. Tapiero:
Computational theories and techniques in finance. 181-183 - Olivier Pironneau:
Reduced basis for vanilla and basket options. 185-194 - Vlad Bally, Stefano De Marco:
Some estimates in extended stochastic volatility models of Heston type. 195-206 - Lucia Caramellino, Antonino Zanette:
Monte Carlo methods for pricing and hedging American options in high dimension. 207-220 - Chenghu Ma:
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps. 221-236 - Papa Momar Ndiaye:
Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence? 237-244 - Zengjing Chen, Agnès Sulem:
An integral representation theorem of g-expectations. 245-255 - Junsu Park, Do-Yeong Kim:
Information and reputation influences in stock investment decisions: Forward vs. backward herd behaviors of disposed and anti-disposed effect investors. 257-270
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