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Éric Briys · Study
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Author
Éric Briys
17 works
· latest 2024
· 2 institutions
cluster: provisional
ORCID 0009-0008-8579-2794
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14
Citations
1,255
Works here
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24
Most cited in this library
Valuing Risky Fixed Rate Debt: An Extension
1997 · 303 citations
Risk Aversion and the Propensities for Self-Insurance and Self-Protection
1990 · 227 citations
On the Risk of Insurance Liabilities: Debunking Some Common Pitfalls
1997 · 190 citations
Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications
1994 · 145 citations
Optimal hedging in a futures market with background noise and basis risk
1993 · 70 citations
Works
17 shown
The Utility Premium and the Risk Premium as Jensen's Gap: A Unified Approach
SSRN Electronic Journal
·
2024
·
3 authors
·
preprint
·
Open access
0
citations
L'arrogance de la finance
La Découverte eBooks
·
2009
·
2 authors
·
book
35
citations
Risk Perception in the Short Run and in the Long Run
Marketing Letters
·
1999
·
9 authors
22
citations
Options, Futures and Exotic Derivatives: Theory, Application and Practice
·
1998
·
3 authors
·
book
46
citations
On the Risk of Insurance Liabilities: Debunking Some Common Pitfalls
Journal of Risk & Insurance
·
1997
·
2 authors
190
citations
Valuing Risky Fixed Rate Debt: An Extension
Journal of Financial and Quantitative Analysis
·
1997
·
2 authors
303
citations
The pricing of forward-starting asian options
Journal of Banking & Finance
·
1994
·
3 authors
64
citations
Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications
The Geneva Risk and Insurance Review
·
1994
·
2 authors
145
citations
Optimal hedging in a futures market with background noise and basis risk
European Economic Review
·
1993
·
3 authors
70
citations
Optimal currency hedge ratios and interest rate risk
Journal of International Money and Finance
·
1992
·
2 authors
27
citations
Proportional Risk Aversion and Saving Decisions under Uncertainty
Springer eBooks
·
1991
·
3 authors
·
chapter
2
citations
Risk Aversion and the Propensities for Self-Insurance and Self-Protection
Southern Economic Journal
·
1990
·
2 authors
227
citations
More on insurance as a Giffen good
Journal of Risk and Uncertainty
·
1989
·
3 authors
66
citations
Endogenous risks and the risk premium
Theory and Decision
·
1989
·
3 authors
11
citations
Proportional Risk Aversion and Saving Decisions Under Uncertainty
Cahiers de recherche
·
1989
·
3 authors
1
citations
On the Theory of Rational Insurance Purchasing: A Note
The Journal of Finance
·
1985
·
2 authors
25
citations
Relative Risk Aversion in Comparative Statics: Comment
American Economic Review
·
1985
·
2 authors
21
citations