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Pomiar ryzyka przedsiębiorstwa : modele pomiaru i ich ryzyko
16 references·0 citing·31 second hop
Pomiar ryzyka przedsiębiorstwa : modele pomiaru i ich ryzyko (2011)Pomiar ryzyka przedsiębiorstwa : modele p…Theory of games and economic behavior (2019)Theory of games and economic …The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Coherent Measures of Risk (1999)Coherent Measures of RiskAn Introduction to Copulas (1999)An Introduction to CopulasOn the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Specification Tests in Econometrics (1978)Specification Tests in Econom…The arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The Modern Corporation and Private Property (1933)The Modern Corporation and Pr…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Econometric Analysis of Cross Section and Panel Data (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)
this work references cited by second hop

References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1978Specification Tests in Econometrics19,451 cited
  • 2019Theory of games and economic behavior16,777 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1999An Introduction to Copulas7,812 cited
  • 1933The Modern Corporation and Private Property7,361 cited

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  • 1976The arbitrage theory of capital asset pricing7,207 cited
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