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Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R., (2013)
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A., (2016)
Cross-section without factors : correlation risk, strings and asset prices
Distaso, Walter, (2021)
Default and exogenous collateral in incomplete markets with a continuum of states
Orrillo, Jaime, (2001)
Existence of collateral equilibrium without survival assumption
Orrillo, Jaime, (2011)
Manager's effort and endogenous economic discrimination
Orrillo, Jaime, (2004)