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Model risk
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#	Item
131	Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract Add to Reading List Source URL: www.econ.ohio-state.edu Language: English - Date: 2012-01-12 12:02:17 Mathematical finance Options BlackScholes model Volatility State prices Implied volatility Stable distribution Probability distribution Normal distribution Risk-neutral measure Stochastic volatility ArrowDebreu model
132	eERA An update on the proposed extended Environmental Risk Assessment (eERA) model CMDh May 2016 Add to Reading List Source URL: www.hma.eu Language: English - Date: 2016-06-27 11:01:21 Actuarial science Management Project management Risk management Security Systems engineering Ramboll Environ Polyvinyl chloride Risk assessment Risk
133	What does the Regulator Performance Framework mean for you? Add to Reading List Source URL: www.cuttingredtape.gov.au Language: English - Date: 2015-05-24 21:56:40 Regulatory risk differentiation Regulatory compliance Monopoly Financial Sector Legislative Reforms Commission Building block model
134	Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡ Add to Reading List Source URL: ifas.xmu.edu.cn Language: English - Date: 2015-06-29 05:06:14 Mathematical finance Equity premium puzzle VIX Risk Volatility Variance risk premium Implied volatility Financial risk Stochastic volatility Modern portfolio theory
135	Why portfolio theory is wrong “Suffice it to say that volatility and risk are not the same thing, but that for reasons which remain obscure most of the investment world chooses to treat them as if they are. The only o Add to Reading List Source URL: thepriceofeverything.typepad.com Language: English - Date: 2016-06-06 03:58:57 Mathematical finance Investment Financial risk Financial economics Financial markets Beta Efficient-market hypothesis Modern portfolio theory Volatility Value investing Finance Capital asset pricing model
136	Pollution – Pathway – People Central to Blacksmith’s approach is the model of Pollution-Pathway-People as the basis for understanding and assessing risks at a particular site. This model is consistent with risk ass Add to Reading List Source URL: www.blacksmithinstitute.com Language: English - Date: 2012-09-16 21:43:31 Environmental science Environmental toxicology Pollution Water pollution Soil contamination Air pollution
137	FACS Extension Logic Model, October 2012 Economic Well-Being of Individuals and Families: Risk Management and Insurance Situation: Public and private health insurance and the associated costs of health care are straining Add to Reading List Source URL: spock.fcs.uga.edu Language: English - Date: 2013-01-08 14:13:08 Health in the United States Healthcare reform in the United States Health economics Insurance Health insurance Life insurance Patient Protection and Affordable Care Act Co-insurance Deductible Healthcare in the Netherlands Health insurance in the United States
138	Abstract We study a principal-agent model in which the (effort-dependent) realization of output levels is ambiguous, and the agent is ambiguity averse (while the principal is ambiguity neutral). We show that introducing Add to Reading List Source URL: www.wiwi.uni-bonn.de Language: English - Date: 2014-11-18 06:35:26 Decision theory Game theory Utility Asymmetric information Ambiguity aversion Contract theory Principalagent problem Risk aversion Expected utility hypothesis Ellsberg paradox Ambiguity
139	Market Price of Risk Specifications for Aﬃne Models: Theory and Evidence∗ Patrick Cheridito† Damir Filipovi´c‡ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2005-09-15 11:12:23 Mathematical finance Volatility Stochastic volatility Risk-neutral measure Normal distribution Economic model Yield curve
140	Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-11-10 14:13:15 Mathematical finance Financial economics Capital asset pricing model Equity premium puzzle Consumption-based capital asset pricing model Elasticity of intertemporal substitution Finance Economics Economic growth Hyperbolic absolute risk aversion

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