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~isPartOf:"Annals of finance"
~isPartOf:"The review of financial studies"
~subject:"Arbitrage"
~subject:"USA"
~subject:"Volatilität"
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Arbitrage
USA
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Incomplete market
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Ai, Hengjie
1
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Battig, Robert J.
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1
Chacko, George
1
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1
Viceira, Luis M.
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Annals of finance
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / Centre for Economic Policy Research
16
NBER working paper series
16
The American economic review
8
The journal of finance : the journal of the American Finance Association
8
Journal of monetary economics
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Macroeconomic dynamics
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NBER Working Paper
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Review of economic dynamics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Finance and stochastics
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Journal of money, credit and banking : JMCB
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
American economic journal
5
International economic review
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Journal of banking & finance
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Journal of economic theory
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper series / IZA
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Finance research letters
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of mathematical economics
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Journal of political economy
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The journal of real estate finance and economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of the European Economic Association
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ECONIS (ZBW)
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1
Skilled labor mobility and firm value : evidence from green card allocations
Shen, Mo
- In:
The review of financial studies
34
(
2021
)
10
,
pp. 4663-4700
Persistent link: https://www.econbiz.de/10012655603
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
Redefining financial constraints : a text-based analysis
Hoberg, Gerard
;
Maksimovic, Vojislav
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1312-1352
Persistent link: https://www.econbiz.de/10011338211
Saved in:
5
Fricitions in shadow banking : evidence from the lending behavior of money market mutual funds
Chernenko, Sergey
;
Sunderam, Adi
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1717-1750
Persistent link: https://www.econbiz.de/10010371394
Saved in:
6
Anticipated and repeated shocks in liquid markets
Lou, Dong
;
Yan, Hongjun
;
Zhang, Jinfan
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1890-1912
Persistent link: https://www.econbiz.de/10010207301
Saved in:
7
Asset pricing with endogenous disasters
Tiu, Cristian
;
Yoeli, Uzi
- In:
The review of financial studies
26
(
2013
)
11
,
pp. 2916-2960
Persistent link: https://www.econbiz.de/10010225875
Saved in:
8
The mispricing return premium
Brennan, Michael J.
;
Wang, Ashley W.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3437-3468
Persistent link: https://www.econbiz.de/10008664111
Saved in:
9
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:
10
Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142
Saved in:
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