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Portfolio Insurance for the Small Investor in Switzerland
1 references·3 citing·11 second hop
Portfolio Insurance for the Small Investor in Switzerland (1996)Portfolio Insurance for the Small Investo…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Pricing of Path-Dependent Structured FinancialRetail Products: The Case of Bonus Certificates (2011)The Pricing of Path-Dependent…The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market (2008)The price-setting behavior of…Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland (2008)Market Pricing of Exotic Stru…Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)How does pricing affect investors’ product choice? Evidence from the market for discount certificates (2016)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Multivariate downside risk: Normal versus Variance Gamma (2011)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited

Cited by

  • 2008The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market43 cited
  • 2011The Pricing of Path-Dependent Structured FinancialRetail Products: The Case of Bonus Certificates38 cited
  • 2008Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland32 cited

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