Unrealistic Optimism and Asymmetry in the Pricing of Equity Tail Risk

2018 ◽  
Author(s):  
Victor Chow ◽  
Jingrui (Victoria) Li ◽  
Ben J. Sopranzetti
Keyword(s):  
Unrealistic Optimism ◽  
Tail Risk

Impact of Price Limits on Tail Risk

2018 ◽  
Vol 31 (2) ◽  
pp. 259-301
Author(s):  
Sekyung Oh ◽  
◽  
Hyukdo Kee
Keyword(s):  
Price Limits ◽  
Tail Risk

Tail Risk for Australian Emerging Market Entities

2011 ◽  
Author(s):  
David E. Allen ◽  
Akhmad Kramadibrata ◽  
Robert J. Powell ◽  
Abhay Kumar Singh
Keyword(s):  
Emerging Market ◽  
Tail Risk

Tailing Tail Risk in the Hedge Fund Industry

2012 ◽  
Author(s):  
Walter Distaso ◽  
Marcelo Fernandes ◽  
Filip Zikes
Keyword(s):  
Hedge Fund ◽  
Tail Risk ◽  
Fund Industry
Sign in / Sign up

Export Citation Format

Share Document