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~isPartOf:"Annals of finance"
~isPartOf:"Journal of economic theory"
~subject:"CAPM"
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Barbachan, José Santiago Fajardo
1
Cerreia-Vioglio, S.
1
Chen, Zhiwu
1
Christensen, Peter Ove
1
Dokučaev, Nikolaj G.
1
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1
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Annals of finance
Journal of economic theory
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
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13
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10
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1
Incomplete market demand tests for Kreps-Porteus-Selden preferences
Kubler, Felix
;
Selden, Larry
;
Wei, Xiao
- In:
Journal of economic theory
185
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012415751
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
Put-Call Parity and market frictions
Cerreia-Vioglio, S.
;
Maccheroni, Fabio
;
Marinacci, Massimo
- In:
Journal of economic theory
157
(
2015
),
pp. 730-762
Persistent link: https://www.econbiz.de/10011525337
Saved in:
4
Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Christensen, Peter Ove
;
Munk, Claus
- In:
Journal of economic theory
147
(
2012
)
3
,
pp. 1035-1063
Persistent link: https://www.econbiz.de/10009626734
Saved in:
5
Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo
- In:
Annals of finance
6
(
2010
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
Saved in:
6
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:
7
On the positive fundamental value of money with short-sale constraints
Giménez, Eduardo L.
- In:
Annals of finance
3
(
2007
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003529807
Saved in:
8
Financial innovation and arbitrage pricing in frictional economies
Chen, Zhiwu
- In:
Journal of economic theory
65
(
1995
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001178541
Saved in:
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