Search results
Results: 91
Number of items: 91
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Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2015). Expected utility and catastrophic consumption risk. Insurance: Mathematics & Economics, 64, 306-312. https://doi.org/10.1016/j.insmatheco.2015.06.007
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Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas. The Annals of Statistics, 43(2), 878-902. https://doi.org/10.1214/14-AOS1304
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Aït-Sahalia, Y., Cacho-Diaz, J., & Laeven, R. J. A. (2015). Modeling financial contagion using mutually exciting jump processes. Journal of Financial Economics, 117(3), 585-606. https://doi.org/10.1016/j.jfineco.2015.03.002
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Aït-Sahalia, Y., Laeven, R. J. A., & Pelizzon, L. (2014). Mutual excitation in Eurozone sovereign CDS. Journal of Econometrics, 183(2), 151-167. https://doi.org/10.1016/j.jeconom.2014.05.006
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Laeven, R. J. A., & Stadje, M. (2014). Robust portfolio choice and indifference valuation. Mathematics of operations research, 39(4), 1109-1141. https://doi.org/10.1287/moor.2014.0646
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Laeven, R. J. A. (2014). Kruisbestuiving tussen wetenschap en praktijk. Actuaris, 21(3), 14-15. http://www.ag-ai.nl/download/17537-21-3-art.Laeven.pdf
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Aït-Sahalia, Y., Cacho-Diaz, J., & Laeven, R. J. A. (2013). Modeling financial contagion using mutually exciting jump processes. Princeton University / University of Amsterdam. http://www.princeton.edu/~yacine/contagion.pdf
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Aït-Sahalia, Y., Laeven, R. J. A., & Pelizzon, L. (2013). Mutual Excitation in Eurozone Sovereign CDS. Princeton University / University of Amsterdam. http://www.uva.nl/binaries/content/assets/faculteiten/faculteit-economie-en-bedrijfskunde/onderzoek/macro-finance-risk/alp-cds.pdf
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