//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of finance"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of banking & finance"
~subject:"Collateral"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Market imperfection"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Collateral
Derivat
Incomplete market
70
Unvollkommener Markt
70
Theorie
55
Theory
55
Financial market
16
Finanzmarkt
16
CAPM
12
Allgemeines Gleichgewicht
10
General equilibrium
10
Portfolio selection
10
Portfolio-Management
10
Derivative
8
Option pricing theory
7
Optionspreistheorie
7
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Börsenkurs
5
Geldpolitik
5
Incomplete markets
5
Investment
5
Monetary policy
5
Share price
5
Stochastic process
5
Stochastischer Prozess
5
USA
5
United States
5
Arbitrage Pricing
4
Arbitrage pricing
4
Equilibrium model
4
Gleichgewichtsmodell
4
Hedging
4
Investition
4
Kreditsicherung
4
Bubbles
3
Competition
3
Credit market
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Araújo, Aloísio Barboza de
1
Bayraktar, Erhan
1
Dokučaev, Nikolaj G.
1
Kallio, Markku
1
Kubler, Felix
1
Martins-da-Rocha, Victor Filipe
1
Nakajima, Katsushi
1
Primbs, James A.
1
Páscoa, Mário Rui
1
Quintin, Erwan
1
Schmedders, Karl
1
Tavin, Bertrand
1
Thijssen, Jacco J. J.
1
Torres-Martínez, Juan Pablo
1
Vailakis, Yiannis
1
Xu, Mingxin
1
Yamada, Yuji
1
Young, Virginia R.
1
Ziemba, William T.
1
more ...
less ...
Published in...
All
Annals of finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of banking & finance
International journal of theoretical and applied finance
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Applied mathematical finance
6
Ensaios econômicos
4
Finance and stochastics
4
Discussion paper series
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Journal of economic theory
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
NBER working paper series
3
Research paper series / Swiss Finance Institute
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Computational economics
2
Cowles Foundation Discussion Paper
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
2
Discussion paper / Tinbergen Institute
2
Energy economics
2
Europäische Hochschulschriften / 5
2
Finance research letters
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
Princeton series in financial engineering
2
Quantitative finance
2
SSE EFI working paper series in economics and finance
2
Swiss Finance Institute Research Paper
2
Williams College Economics Department working paper series
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
2
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
3
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
4
More punishment, less default?
Quintin, Erwan
- In:
Annals of finance
8
(
2012
)
4
,
pp. 427-454
Persistent link: https://www.econbiz.de/10009670964
Saved in:
5
On Ponzi schemes in infinite horizon collateralized economies with default penalties
Martins-da-Rocha, Victor Filipe
;
Vailakis, Yiannis
- In:
Annals of finance
8
(
2012
)
4
,
pp. 455-488
Persistent link: https://www.econbiz.de/10009674568
Saved in:
6
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
7
A computational study on general equilibrium pricing of derivative securities
Thijssen, Jacco J. J.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 505-523
Persistent link: https://www.econbiz.de/10003737208
Saved in:
8
Using Tucher's theorem of the alternative to simplify, review and expand discrete arbitrage theory
Kallio, Markku
;
Ziemba, William T.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2281-2302
Persistent link: https://www.econbiz.de/10003522917
Saved in:
9
A moment computation algorithm for the error in discrete dynamic hedging
Primbs, James A.
;
Yamada, Yuji
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003291317
Saved in:
10
Risk measure pricing and hedging in incomplete markets
Xu, Mingxin
- In:
Annals of finance
2
(
2006
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003229733
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->