//--> //--> //--> //-->
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:"The review of financial studies"
~subject:"Arbitrage"
~subject:"Derivat"
~subject:"Kreditmarkt"
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
Arbitrage
Derivat
Kreditmarkt
Incomplete market
50
Unvollkommener Markt
50
Theorie
34
Theory
34
Portfolio selection
12
Portfolio-Management
12
CAPM
11
Financial market
11
Finanzmarkt
11
USA
10
United States
10
Risikoprämie
7
Risk premium
7
Derivative
6
Stochastic process
6
Stochastischer Prozess
6
Allgemeines Gleichgewicht
5
General equilibrium
5
Option pricing theory
5
Optionspreistheorie
5
Aktienmarkt
4
Collateral
4
Financial economics
4
Hedging
4
Kapitalmarkttheorie
4
Kreditsicherung
4
Stock market
4
Börsenkurs
3
Credit market
3
Geldpolitik
3
Monetary policy
3
Risiko
3
Risk
3
Share price
3
Volatility
3
Volatilität
3
Allocative efficiency
2
more ...
less ...
Online availability
All
Undetermined
6
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
Ai, Hengjie
1
Battig, Robert J.
1
Bayraktar, Erhan
1
Boyle, Phelim P.
1
Dokučaev, Nikolaj G.
1
Feng, Shui
1
Ho, Wai-Hong
1
Jarrow, Robert A.
1
Jermann, Urban J.
1
Li, Jun E.
1
Li, Kai
1
Nakajima, Katsushi
1
Osterrieder, Jörg R.
1
Rheinländer, Thorsten
1
Schlag, Christian
1
Shimizu, Ryosuke
1
Thijssen, Jacco J. J.
1
Tian, Weidong
1
Wang, Tan
1
Xu, Mingxin
1
Young, Virginia R.
1
more ...
less ...
Published in...
All
Annals of finance
The review of financial studies
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
NBER working paper series
10
Finance and stochastics
9
International journal of theoretical and applied finance
9
IMF working papers
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Discussion paper series
7
Journal of economic dynamics & control
7
Macroeconomic dynamics
7
NBER Working Paper
7
Applied mathematical finance
6
CESifo working papers
6
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
6
Journal of economic theory
6
Working paper / National Bureau of Economic Research, Inc.
6
Journal of development economics
5
Discussion papers / CEPR
4
Journal of mathematical economics
4
Journal of monetary economics
4
Journal of money, credit and banking : JMCB
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Bank of Finland research discussion papers
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper series / IZA
3
Economic modelling
3
Energy economics
3
European journal of operational research : EJOR
3
Europäische Hochschulschriften / 5
3
IMF working paper
3
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Journal of banking & finance
3
Journal of international economics
3
Journal of international money and finance
3
Journal of macroeconomics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics and financial economics
3
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
Negative swap spreads and limited arbitrage
Jermann, Urban J.
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 212-238
Persistent link: https://www.econbiz.de/10012135552
Saved in:
3
The collateralizability premium
Ai, Hengjie
;
Li, Jun E.
;
Li, Kai
;
Schlag, Christian
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5821-5855
Persistent link: https://www.econbiz.de/10012387492
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
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:
7
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:
8
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:
9
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
10
Arbitrage opportunities in diverse markets via a non-equivalent measure change
Osterrieder, Jörg R.
;
Rheinländer, Thorsten
- In:
Annals of finance
2
(
2006
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003338000
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->