Items where Author is "Giammarino, Flavia"

Giammarino, Flavia and Barrieu, Pauline ORCID: 0000-0001-9473-263X (2013) Indifference pricing with uncertainty averse preferences. Journal of Mathematical Economics, 49 (1). pp. 2-15. ISSN 0304-4068

Giammarino, Flavia and Barrieu, Pauline ORCID: 0000-0001-9473-263X (2011) Indifference pricing with uncertainty averse preferences. In: LSE Research Day 2011: The Early Career Researcher, 2011-05-26, London, United Kingdom, GBR. (Submitted)

Giammarino, Flavia and Barrieu, Pauline ORCID: 0000-0001-9473-263X (2009) A semiparametric model for the systematic factors of portfolio credit risk premia. Journal of Empirical Finance, 16 (4). pp. 655-670. ISSN 0927-5398