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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Rating frailty, Bayesian updates, and portfolio credit risk analysis*

2022 ◽  
pp. 1-21
Author(s):  
Shang Bu ◽  
Nan Guo ◽  
Lingfei Li
Keyword(s):  
Risk Analysis ◽  
Credit Risk ◽  
Portfolio Credit Risk ◽  
Credit Risk Analysis

A new representation of the risk-neutral distribution and its applications

2022 ◽  
pp. 1-18
Author(s):  
Zhenyu Cui ◽  
Yuewu Xu
Keyword(s):  
Risk Neutral

scholarly journals Conditions for bubbles to arise under heterogeneous beliefs

2022 ◽  
pp. 1-13
Author(s):  
Seunghyun Lee ◽  
Hyungbin Park
Keyword(s):  
Heterogeneous Beliefs

Proper fund size: a perspective from both investors and fund managers

2022 ◽  
pp. 1-20
Author(s):  
Linlin Zhang ◽  
Jiajun Jiang ◽  
Yunbi An
Keyword(s):  
Fund Managers ◽  
Fund Size

Are missing values important for earnings forecasts? A machine learning perspective

2022 ◽  
pp. 1-20
Author(s):  
Ajim Uddin ◽  
Xinyuan Tao ◽  
Chia-Ching Chou ◽  
Dantong Yu
Keyword(s):  
Machine Learning ◽  
Missing Values ◽  
Earnings Forecasts

Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics

2021 ◽  
pp. 1-2
Author(s):  
Artur Sepp

‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

2021 ◽  
pp. 1-29
Author(s):  
Abinash Mishra ◽  
Pranjal Srivastava ◽  
Anindya S. Chakrabarti
Keyword(s):  
Stock Markets ◽  
Corporate Bond ◽  
Financial Networks ◽  
The Us

A generalized Esscher transform for option valuation with regime switching risk

2021 ◽  
pp. 1-15
Author(s):  
R. J. Elliott ◽  
T. K. Siu
Keyword(s):  
Regime Switching ◽  
Option Valuation ◽  
Esscher Transform

Pricing renewable identification numbers under uncertainty

2021 ◽  
pp. 1-18
Author(s):  
Mohamad Afkhami ◽  
Hamed Ghoddusi
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