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The top documents of georges-dionne
Estimation of the default risk of publicly traded companies: evidence from Canadian data
218 views
Risk Management of Nonstandard Basket Options with Different Underlying Assets
218 views
Medical conditions, risk exposure, and truck drivers' accidents: An analysis with count data regression models
214 views
Insurance and saving: some further results
212 views
Inferring technological parameters from incomplete panel data
213 views
A model of comparative statics for changes in stochastic returns with dependent risky assets
213 views
Full pooling in multi-period contracting with adverse selection and noncommitment
217 views
Diffidence Theorem, State-Dependent Preferences, and DARA
215 views
Investment under demand uncertainty: The newsboy problem revisited
216 views
Comparative statics under multiple sources of risk with applications to insurance demand
212 views
Proportional risk aversion, taxation and labor supply under uncertainty
216 views
Review Article of Drèze's essays on economic decisions under uncertainty
214 views
The effects of unemployment benefits on U.S. unemployment rates: A comment
216 views
Environmental risk and extended liability: The case of green technologies
214 views
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
212 views
On the determinants of the implied default barrier
212 views