Concepedia

Alexandru Badescu

AB

21

Publications

646

Citations

16

H-Index

2007

Active since

Affiliations

University of Calgary(Current)

City, University of London

The University of Adelaide

Macquarie University

Stevens Institute of Technology

Alexandru Badescu is an author at University of Calgary specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingOption PricingEconomicsVolatility ModelingFinancial EngineeringStatisticsRisk ManagementInsurance

Publications per year

2007–2021

21

Publications

21

On mean-variance portfolio selection under a hidden Markovian regime-switching model

Robert J. Elliott, Tak Kuen Siu, Alexandru Badescu · Economic Modelling · 2010 · 81 citations

Mean-variance Portfolio Selection, Portfolio Optimization, Asset Pricing +10

Optimal risk transfer under quantile-based risk measurers

Alexandru V. Asimit, Alexandru Badescu, Tim Verdonck · Insurance Mathematics and Economics · 2013 · 63 citations

Engineering, Risk Management, Risk Metric +4

Optimal risk transfers in insurance groups

Alexandru V. Asimit, Alexandru Badescu, Andreas Tsanakas · European Actuarial Journal · 2013 · 50 citations

Optimal Risk Transfers, Economics, Insurance Markets +8

Option Valuation with Normal Mixture GARCH Models

Alexandru Badescu, Reg Kulperger, Emese Lazar · Studies in Nonlinear Dynamics and Econometrics · 2008 · 45 citations

Option Pricing, Volatility Modeling, Multivariate Stochastic Volatility +14

GARCH option pricing: A semiparametric approach

Alexandru Badescu, Reg Kulperger · Insurance Mathematics and Economics · 2007 · 44 citations

Option Pricing, Asset Pricing, Derivative Pricing +4

Rows per page

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