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Author Index Volume 2 (2010/2011)

Author Index Volume 2 (2010/2011) Risk and Decision Analysis 2 (2010/2011) 271 IOS Press The issue number is given in front of the page numbers. Bally, V. and S. De Marco, Some estimates in extended stochastic volatility models of Heston type (4) 195– 206 Bernard, L., see Semmler, W. (1) 51–58 Caramellino, L. and A. Zanette, Monte Carlo methods for pricing and hedging American options in high dimension (4) 207–220 Chen, Z. and A. Sulem, An integral representation theorem of g-expectations (4) 245–255 Choulli, T. and M. Taksar, Excess-of-loss reinsurance under taxes and fixed costs (2) 85–101 De Marco, S., see Bally, V. (4) 195–206 Fisher, G.S., Editorial: Practice – Behavioral finance from a practitioner’s viewpoint (3) 127–127 Fisher, G.S., see Maymin, P.Z. (3) 145–150 Kim, D.-Y., see Park, J. (4) 257–270 Koo, H.K. and G. Shim, The crisis and financial engineering (3) 161–170 Kuznetsova, S., The transformation of accounting systems in the chaotic economy structuring: The synergetic approach (3) 151–160 Kwon, K.-N. and J. Lee, Moderating effects of consumer knowledge on the perception of small probabilities of risk (3) 171–179 Lee, J., see Kwon, K.-N. (3) 171–179 Li, K., J. Liu and J. Yan, Valuation of informationsharing in marine mutual insurance (2) 65–74 Liu, J., Introduction (2) 63–64 Liu, J., see Li, K. (2) 65–74 Liu, J.J., see Yuan, J. (2) 75–83 Luo, S. and M. Taksar, Optimal excess-of-loss reinsurance under borrowing constraints (2) 103–123 Ma, C., w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (4) 221–236 Maymin, P.Z., Editorial: Theoretical perspectives – Behavioral finance has come of age (3) 125–125 Maymin, P.Z. and G.S. Fisher, Past performance is indicative of future beliefs (3) 145–150 Munier, B., Boundedly rational exuberance on commodity markets (1) 33–50 Munier, B., Reply to Willi Semmler’s and Lucas Bernard’s Comments (1) 59–61 Ndiaye, P.M., Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence? (4) 237–244 Park, J. and D.-Y. Kim, Information and reputation influences in stock investment decisions: Forward vs. backward herd behaviors of disposed and antidisposed effect investors (4) 257–270 Pironneau, O., Reduced basis for vanilla and basket options (4) 185–194 Pope, R. and R. Selten, Risk in a simple temporal framework for expected utility theory and for SKAT, the Stages of Knowledge Ahead Theory (1) 5–32 Selten, R., see Pope, R. (1) 5–32 Semmler, W. and L. Bernard, “Boundedly rational exuberance in commodity markets” – Some comments on Bertrand Munier (1) 51–58 Shim, G., see Koo, H.K. (3) 161–170 Sulem, A., see Chen, Z. (4) 245–255 Sun, L., The use of a new instrument principal component in tests of earnings management behaviour (3) 129–143 Taksar, M., see Choulli, T. (2) 85–101 Taksar, M., see Luo, S. (2) 103–123 Yan, J., see Li, K. (2) 65–74 Yuan, J. and J.J. Liu, QVI characterization of contingent options in marine mutual insurance (2) 75–83 Zanette, A., see Caramellino, L. (4) 207–220 1569-7371/10/11/$27.50 © 2010/2011 – IOS Press and the authors. All rights reserved http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Risk and Decision Analysis iospress

Author Index Volume 2 (2010/2011)

Risk and Decision Analysis , Volume 2 (4) – Jan 1, 2011

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1569-7371
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Abstract

Risk and Decision Analysis 2 (2010/2011) 271 IOS Press The issue number is given in front of the page numbers. Bally, V. and S. De Marco, Some estimates in extended stochastic volatility models of Heston type (4) 195– 206 Bernard, L., see Semmler, W. (1) 51–58 Caramellino, L. and A. Zanette, Monte Carlo methods for pricing and hedging American options in high dimension (4) 207–220 Chen, Z. and A. Sulem, An integral representation theorem of g-expectations (4) 245–255 Choulli, T. and M. Taksar, Excess-of-loss reinsurance under taxes and fixed costs (2) 85–101 De Marco, S., see Bally, V. (4) 195–206 Fisher, G.S., Editorial: Practice – Behavioral finance from a practitioner’s viewpoint (3) 127–127 Fisher, G.S., see Maymin, P.Z. (3) 145–150 Kim, D.-Y., see Park, J. (4) 257–270 Koo, H.K. and G. Shim, The crisis and financial engineering (3) 161–170 Kuznetsova, S., The transformation of accounting systems in the chaotic economy structuring: The synergetic approach (3) 151–160 Kwon, K.-N. and J. Lee, Moderating effects of consumer knowledge on the perception of small probabilities of risk (3) 171–179 Lee, J., see Kwon, K.-N. (3) 171–179 Li, K., J. Liu and J. Yan, Valuation of informationsharing in marine mutual insurance (2) 65–74 Liu, J., Introduction (2) 63–64 Liu, J., see Li, K. (2) 65–74 Liu, J.J., see Yuan, J. (2) 75–83 Luo, S. and M. Taksar, Optimal excess-of-loss reinsurance under borrowing constraints (2) 103–123 Ma, C., w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (4) 221–236 Maymin, P.Z., Editorial: Theoretical perspectives – Behavioral finance has come of age (3) 125–125 Maymin, P.Z. and G.S. Fisher, Past performance is indicative of future beliefs (3) 145–150 Munier, B., Boundedly rational exuberance on commodity markets (1) 33–50 Munier, B., Reply to Willi Semmler’s and Lucas Bernard’s Comments (1) 59–61 Ndiaye, P.M., Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence? (4) 237–244 Park, J. and D.-Y. Kim, Information and reputation influences in stock investment decisions: Forward vs. backward herd behaviors of disposed and antidisposed effect investors (4) 257–270 Pironneau, O., Reduced basis for vanilla and basket options (4) 185–194 Pope, R. and R. Selten, Risk in a simple temporal framework for expected utility theory and for SKAT, the Stages of Knowledge Ahead Theory (1) 5–32 Selten, R., see Pope, R. (1) 5–32 Semmler, W. and L. Bernard, “Boundedly rational exuberance in commodity markets” – Some comments on Bertrand Munier (1) 51–58 Shim, G., see Koo, H.K. (3) 161–170 Sulem, A., see Chen, Z. (4) 245–255 Sun, L., The use of a new instrument principal component in tests of earnings management behaviour (3) 129–143 Taksar, M., see Choulli, T. (2) 85–101 Taksar, M., see Luo, S. (2) 103–123 Yan, J., see Li, K. (2) 65–74 Yuan, J. and J.J. Liu, QVI characterization of contingent options in marine mutual insurance (2) 75–83 Zanette, A., see Caramellino, L. (4) 207–220 1569-7371/10/11/$27.50 © 2010/2011 – IOS Press and the authors. All rights reserved

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Risk and Decision Analysisiospress

Published: Jan 1, 2011

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