LSE creators
Number of items: 4.
Centre for Analysis of Time Series
Giammarino, Flavia, Barrieu, Pauline
(2013).
Indifference pricing with uncertainty averse preferences.
Journal of Mathematical Economics,
49(1), 2-15.
https://doi.org/10.1016/j.jmateco.2012.09.003
Giammarino, Flavia, Barrieu, Pauline
(2009).
A semiparametric model for the systematic factors of portfolio credit risk premia.
Journal of Empirical Finance,
16(4), 655-670.
https://doi.org/10.1016/j.jempfin.2009.05.001
Statistics
Giammarino, Flavia, Barrieu, Pauline
(2013).
Indifference pricing with uncertainty averse preferences.
Journal of Mathematical Economics,
49(1), 2-15.
https://doi.org/10.1016/j.jmateco.2012.09.003
Giammarino, Flavia
(2011).
Indifference pricing with uncertainty averse preferences
[Doctoral thesis]. London School of Economics and Political Science.
picture_as_pdf
Giammarino, Flavia, Barrieu, Pauline
(2011-05-26)
Indifference pricing with uncertainty averse preferences
[Poster]. LSE Research Day 2011: The Early Career Researcher, London, United Kingdom, GBR.
Giammarino, Flavia, Barrieu, Pauline
(2009).
A semiparametric model for the systematic factors of portfolio credit risk premia.
Journal of Empirical Finance,
16(4), 655-670.
https://doi.org/10.1016/j.jempfin.2009.05.001