Concepedia

Contingent Claim Allocation

Contingent Claim Allocation is an asset allocation framework that allocates capital to financial instruments whose payoffs are contingent upon the future realization of specific states of the economy, thereby distinguishing it from deterministic or static allocation strategies by explicitly modeling state-dependent investment decisions.

6

Publications

235

Citations

11

Authors

10

Institutions

Publications per year

2017–2026

0

Parents

Publications

6

A contingent claim analysis of a regulated depository institution

Michel Crouhy, Dan Galai · Journal of Banking & Finance · 1991 · 68 citations

, , +13

Public provision of sales contingent claims backed finance to SMEs: A policy alternative

Kim Kaivanto, Paul Stoneman · Research Policy · 2007 · 60 citations

, , +12

A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts

Hato Schmeiser, Joël Wagner · Journal of Risk & Insurance · 2014 · 40 citations

, , +13

Existence and optimality of currency equilibrium in stochastic overlapping generations models: The pure endowment case

Rodolfo E. Manuelli · Journal of Economic Theory · 1990 · 38 citations

, , +16

A path-dependent contingent-claims approach to capacity investments

Tarik Driouchi, David Bennett, Gary Simpson · European Journal of Operational Research · 2009 · 15 citations

, , +10

1–5 of 6

Authors

11

  1. MC
    Michel Crouhy

    Hebrew University of Jerusalem, Israel

    1 publications · 68 citations

    1

    h-index

  2. TD
    Tarik Driouchi

    King's College London, United Kingdom

    1 publications · 15 citations

    1

    h-index

  3. DB
    David Bennett

    Aston University, United Kingdom

    1 publications · 15 citations

    1

    h-index

  4. RE
    Rodolfo E. Manuelli

    University of Wisconsin–Madison, United States

    1 publications · 38 citations

    1

    h-index

  5. AH
    Amin H. Amershi

    University of Minnesota, United States

    1 publications · 14 citations

    1

    h-index

1–5 of 11

Institutions

10

  1. University of Münster

    Münster, Germany

    1 h-index

    1 publications

    40 citations

  2. Cranfield University

    Cranfield, United Kingdom

    1 h-index

    1 publications

    15 citations

  3. University of Lausanne

    Lausanne, Switzerland

    1 h-index

    1 publications

    40 citations

  4. Hebrew University of Jerusalem

    Jerusalem, Israel

    1 h-index

    1 publications

    68 citations

  5. University of St.Gallen

    Saint Gallen, Switzerland

    1 h-index

    2 publications

    80 citations

  6. Stanford University

    Stanford, United States

    1 h-index

    1 publications

    38 citations

  7. University of Warwick

    Coventry, United Kingdom

    1 h-index

    1 publications

    60 citations

  8. Lancaster University

    Lancaster, United Kingdom

    1 h-index

    1 publications

    60 citations

1–8 of 10

Venues

  1. Journal of Risk & Insurance

    1 publications · 40 citations

    1

    h-index

  2. European Journal of Operational Research

    1 publications · 15 citations

    1

    h-index

  3. Research Policy

    1 publications · 60 citations

    1

    h-index

  4. Journal of Economic Theory

    JET · 1 publications · 38 citations

    1

    h-index

  5. The Journal of Finance

    1 publications · 14 citations

    1

    h-index

1–5