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~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"
~type_genre:"Article in journal"
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Search: subject_exact:"Market imperfection"
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Incomplete market
70
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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
Journal of mathematical economics
99
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
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80
Journal of economic theory
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
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53
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ECONIS (ZBW)
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1
Competition, investment reversibility, and equity risk premium
Zhang, Zhou
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491902
Saved in:
2
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
3
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:
4
Bubbles, growth and imperfection of credit market in a two-country model
Shimizu, Ryosuke
- In:
Annals of finance
14
(
2018
)
3
,
pp. 353-377
Persistent link: https://www.econbiz.de/10012019358
Saved in:
5
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:
6
Recursive equilibria in dynamic economies with stochastic production
Brumm, Johannes
;
Kryczka, Dominika
;
Kubler, Felix
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1467-1499
Persistent link: https://www.econbiz.de/10011791590
Saved in:
7
Strategic technology adoption and hedging under incomplete markets
Leippold, Markus
;
Stromberg, Jacob
- In:
Journal of banking & finance
81
(
2017
),
pp. 181-199
Persistent link: https://www.econbiz.de/10011816440
Saved in:
8
Risk-sharing, market imperfections, asset prices : evidence from China's stock market liberalization
Chan, Marc K.
;
Kwok, Simon Sai Man
- In:
Journal of banking & finance
84
(
2017
),
pp. 166-187
Persistent link: https://www.econbiz.de/10011816843
Saved in:
9
Financial market globalization, nonconvergence and credit cycles
Ho, Wai-Hong
- In:
Annals of finance
13
(
2017
)
2
,
pp. 153-180
Persistent link: https://www.econbiz.de/10011944974
Saved in:
10
An empirical equilibrium model of a decentralized asset market
Gavazza, Alessandro
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
5
,
pp. 1755-1798
Persistent link: https://www.econbiz.de/10011741991
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