المؤلفون: Bernard, Carole, Chen, Jinghui, Vanduffel, Steven

مصطلحات موضوعية: Mathematics - Probability, Economics - Theoretical Economics, Mathematics - Statistics Theory

URL الوصول: http://arxiv.org/abs/2412.13362

المؤلفون: Bernard, Carole, Sturm, Stephan

مصطلحات موضوعية: Computer Science - Computer Science and Game Theory, Mathematics - Probability, Quantitative Finance - Mathematical Finance, Quantitative Finance - Portfolio Management, 91G10, 60E15, 90B50

URL الوصول: http://arxiv.org/abs/2407.08756

المؤلفون: Bernard, Carole, Chen, Jinghui, Ruschendorf, Ludger, Vanduffel, Steven

مصطلحات موضوعية: Mathematics - Statistics Theory, Mathematics - Probability, Quantitative Finance - Portfolio Management, Quantitative Finance - Statistical Finance

URL الوصول: http://arxiv.org/abs/2303.17266

المؤلفون: Bondarenko, Oleg¹ (AUTHOR) olegb@uic.edu, Bernard, Carole² (AUTHOR) carole.bernard@grenoble-em.com

المصدر: Journal of Financial & Quantitative Analysis. Nov2024, Vol. 59 Issue 7, p3139-3189. 51p.

مصطلحات موضوعية: *OPTIONS (Finance), *STOCK options, *RISK premiums, *FINANCIAL risk, *FINANCIAL risk management, *PORTFOLIO management (Investments), *INVESTORS, *STANDARD & Poor's 500 Index

المؤلفون: Bernard, Carole, Junike, Gero, Lux, Thibaut, Vanduffel, Steven

مصطلحات موضوعية: Quantitative Finance - Portfolio Management, Quantitative Finance - Mathematical Finance, 91B30, 62E17

URL الوصول: http://arxiv.org/abs/2207.02948

المؤلفون: Bernard, Carole, Sturm, Stephan

مصطلحات موضوعية: Quantitative Finance - Portfolio Management, Mathematics - Probability, Quantitative Finance - Mathematical Finance, 91G10, 60E15, 90B50

URL الوصول: http://arxiv.org/abs/2206.12511

المؤلفون: Bernard, Carole, Müller, Alfred, Oesting, Marco

مصطلحات موضوعية: Mathematics - Statistics Theory

URL الوصول: http://arxiv.org/abs/2206.10180

المؤلفون: Bernard, Carole, Pesenti, Silvana M., Vanduffel, Steven

مصطلحات موضوعية: Quantitative Finance - Risk Management, Quantitative Finance - Mathematical Finance, Quantitative Finance - Portfolio Management

URL الوصول: http://arxiv.org/abs/2205.08850

المؤلفون: Bernard, Carole, Müller, Alfred

مصطلحات موضوعية: Mathematics - Statistics Theory, Mathematics - Probability, Statistics - Methodology, 62H05

URL الوصول: http://arxiv.org/abs/2004.11770

المؤلفون: Bernard, Carole, De Vecchi, Corrado, Vanduffel, Steven

المساهمون: FWO

المصدر: Annals of Operations Research ; ISSN 0254-5330 1572-9338

الاتاحة: http://dx.doi.org/10.1007/s10479-024-05969-8
https://link.springer.com/content/pdf/10.1007/s10479-024-05969-8.pdf
https://link.springer.com/article/10.1007/s10479-024-05969-8/fulltext.html

المؤلفون: Aquino, Luca De Gennaro, Bernard, Carole

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/1911.05523

المؤلفون: Bernard, Carole^1,2 (AUTHOR), Cardot, Rebecca^1,3 (AUTHOR) rebecca.cardot@grenoble-em.com, Jaballah, Jamil¹ (AUTHOR)

المصدر: European Financial Management. Jan2025, Vol. 31 Issue 1, p528-561. 34p.

المؤلفون: Bernard, Carole, Pesenti, Silvana M., Vanduffel, Steven

المساهمون: Natural Sciences and Engineering Research Council of Canada, Fonds Wetenschappelijk Onderzoek

المصدر: Mathematical Finance ; volume 34, issue 3, page 774-818 ; ISSN 0960-1627 1467-9965

الاتاحة: http://dx.doi.org/10.1111/mafi.12414
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12414

المؤلفون: Bernard, Carole, Kazzi, Rodrigue, Vanduffel, Steven

المصدر: Insurance: Mathematics and Economics ; volume 112, page 110-119 ; ISSN 0167-6687

الاتاحة: https://doi.org/10.1016/j.insmatheco.2023.06.004
https://api.elsevier.com/content/article/PII:S0167668723000598?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0167668723000598?httpAccept=text/plain

المؤلفون: Bondarenko, Oleg, Bernard, Carole

المصدر: Journal of Financial and Quantitative Analysis ; volume 59, issue 7, page 3139-3189 ; ISSN 0022-1090 1756-6916

الاتاحة: https://doi.org/10.1017/s0022109023000960
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0022109023000960

المؤلفون: Abou Daya, Mohamad Hassan^1,2 (AUTHOR), Bernard, Carole^1,2 (AUTHOR) carole.bernard@grenoble-em.com

المصدر: Applied Economics. Sep2024, p1-16. 16p. 6 Illustrations.

مصطلحات موضوعية: *DISCLOSURE, *BLOCKCHAINS, *CONTRACTS, EXPECTED utility, CERTAINTY

المؤلفون: Bernard, Carole^1,2 (AUTHOR), Kolkiewicz, Adam³ (AUTHOR), Tang, Junsen⁴ (AUTHOR) junsen.tang@stthomas.edu

المصدر: Astin Bulletin. Sep2024, Vol. 54 Issue 3, p600-625. 26p.

مصطلحات موضوعية: *VALUE (Economics), *MONETARY incentives, *PRICES, *OPTIONS (Finance), *REVERSE mortgage loans, FINANCIAL policy

المؤلفون: Bernard, Carole¹ (AUTHOR), Kazzi, Rodrigue² (AUTHOR) Rodrigue.kazzi@vub.be, Vanduffel, Steven² (AUTHOR)

المصدر: Scandinavian Actuarial Journal. Nov2024, p1-22. 22p. 5 Illustrations.

مصطلحات موضوعية: *DISTRIBUTION (Probability theory), *VALUE at risk, AUTOMOBILE insurance claims, GENERALIZATION, SYMMETRY

المؤلفون: Bernard, Carole^1,2 (AUTHOR), Junike, Gero³ (AUTHOR) gero.junike@uol.de, Lux, Thibaut⁴ (AUTHOR), Vanduffel, Steven² (AUTHOR)

المصدر: Finance & Stochastics. Oct2024, Vol. 28 Issue 4, p965-997. 33p.

مصطلحات موضوعية: EXPECTED utility, AMBIGUITY, CERTAINTY

المؤلفون: Bernard, Carole, McLeish, Don

مصطلحات موضوعية: Statistics - Computation

URL الوصول: http://arxiv.org/abs/1502.02130