Pages that link to "Item:Q1969813"

The following pages link to Nonparametric risk management and implied risk aversion (Q1969813):

Displaying 50 items.

• Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
• Dynamics of state price densities (Q302157) (← links)
• Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Comparative statics effects independent of the utility function. When do we act the same way under risk? (Q320041) (← links)
• Instance-based credit risk assessment for investment decisions in P2P lending (Q320963) (← links)
• Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487) (← links)
• Learning, confidence, and option prices (Q494363) (← links)
• State price densities implied from weather derivatives (Q495457) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• Risk taking with additive and multiplicative background risks (Q634525) (← links)
• Measure preserving derivatives and the pricing kernel puzzle (Q660096) (← links)
• The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
• An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
• Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (Q737279) (← links)
• Do interest rate options contain information about excess returns? (Q737991) (← links)
• Option prices under generalized pricing kernels (Q812143) (← links)
• Nonparametric estimation of fractional option pricing model (Q826418) (← links)
• The market for crash risk (Q844715) (← links)
• A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
• GARCH option pricing: A semiparametric approach (Q938035) (← links)
• Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
• State price density estimation via nonparametric mixtures (Q985015) (← links)
• Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575) (← links)
• Testing the martingale restriction for option implied densities (Q1025613) (← links)
• Asset pricing under information with stochastic volatility (Q1039656) (← links)
• The risk aversion measure without the independence axiom (Q1099049) (← links)
• Nonparametric option pricing under shape restrictions (Q1398968) (← links)
• Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
• Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
• Empirical option pricing: A retrospection (Q1398987) (← links)
• Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
• Risk-adjusted option-implied moments (Q1621614) (← links)
• The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
• Testing monotonicity of pricing kernels (Q1621677) (← links)
• Super-exponential growth expectations and the global financial crisis (Q1657545) (← links)
• The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
• Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
• Rearrangement algorithm and maximum entropy (Q1708515) (← links)
• The pricing kernel puzzle in forward looking data (Q1710579) (← links)
• Financial econometrics: Past developments and future challenges (Q1841086) (← links)
• A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
• Instability of financial markets and preference heterogeneity (Q1958423) (← links)
• The high frequency risk attitude implied by the volatility risk premium (Q1984463) (← links)
• Option pricing with discrete time jump processes (Q1994170) (← links)
• Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
• A model-free approach to multivariate option pricing (Q2047036) (← links)
• Mean-variance hedging in the presence of estimation risk (Q2059297) (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
• Risk management with expected shortfall (Q2230765) (← links)