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~isPartOf:"Applied mathematical finance"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Börsenkurs"
~subject:"Liquidity constraint"
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Search: subject_exact:"Incomplete market"
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Börsenkurs
Liquidity constraint
Incomplete market
67
Unvollkommener Markt
67
Theorie
51
Theory
51
Financial market
15
Finanzmarkt
15
Allgemeines Gleichgewicht
13
General equilibrium
13
CAPM
8
Option pricing theory
8
Optionspreistheorie
8
Derivat
6
Derivative
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Share price
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Stochastic process
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Martingale
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Liquiditätsbeschränkung
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Pareto efficiency
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Pareto-Optimum
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3
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Kehoe, Timothy Jerome
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1
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1
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1
Magill, Michael
1
Minelli, Enrico
1
Quinzii, Martine
1
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1
Santos Santos, Manuel
1
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Applied mathematical finance
CORE discussion paper : DP
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of mathematical economics
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
7
NBER working paper series
7
Economics letters
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5
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5
Review of economic dynamics
5
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4
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4
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4
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4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
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Discussion paper series / IZA
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3
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3
Journal of international money and finance
3
Journal of macroeconomics
3
Research paper series / Swiss Finance Institute
3
Agricultural economics : the journal of the International Association of Agricultural Economists
2
CFM discussion paper series
2
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2
Finance research letters
2
Handbook of the equity risk premium
2
International economic review
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of money, credit and banking : JMCB
2
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Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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RIETI discussion paper
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Review of Pacific Basin financial markets and policies
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1
Stock prices, anticipations and investment in general equilibrium
Drèze, Jacques H.
;
Lachiri, Oussama
;
Minelli, Enrico
-
2009
Persistent link: https://www.econbiz.de/10003968269
Saved in:
2
Stock loans in incomplete markets
Grasselli, Matheus R.
;
Gómez, Cesar
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 118-136
Persistent link: https://www.econbiz.de/10009737173
Saved in:
3
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
4
Equilibrium in continuous-time financial markets : endogenously dynamically complete markets
Anderson, Robert M.
;
Raimondo, Roberto C.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 841-907
Persistent link: https://www.econbiz.de/10003740273
Saved in:
5
Liquidity constrained markets versus debt constrained markets
Kehoe, Timothy Jerome
;
Levine, David K.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 575-598
Persistent link: https://www.econbiz.de/10001580787
Saved in:
6
Rational asset pricing bubbles
Santos Santos, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 19-57
Persistent link: https://www.econbiz.de/10001217068
Saved in:
7
Infinite horizon incomplete markets
Magill, Michael
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
4
,
pp. 853-880
Persistent link: https://www.econbiz.de/10001252920
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