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A model of cycles and bubbles under heterogeneous beliefs in financial markets
Burs, Carina, (2023)
Dynamic consistent alpha-maxim expected utility
Beißner, Patrick, (2015)
The endowment effect, status quo bias and loss aversion : rational alternative explanation
Dupont, Dominique Y., (2001)
Arbitrage and investment opportunities
Jouini, Elyès, (1998)
Arbitrage pricing of derivatives with bounds on the underlying securities
Continuous time equilibrium pricing of nonredundant assets