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~subject:"Incomplete markets"
~type_genre:"Article in journal"
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Incomplete markets
Incomplete market
282
Unvollkommener Markt
282
Theorie
183
Theory
183
Financial market
60
Finanzmarkt
60
incomplete markets
57
Portfolio selection
51
Portfolio-Management
51
Option pricing theory
45
Optionspreistheorie
45
Risk
43
Risiko
42
CAPM
34
Allgemeines Gleichgewicht
32
General equilibrium
32
Stochastic process
29
Stochastischer Prozess
29
Derivat
21
Derivative
21
Hedging
19
Incomplete Markets
18
Welfare analysis
18
Wohlfahrtsanalyse
18
Liquidity constraint
17
Liquiditätsbeschränkung
17
Heterogeneous agents
16
Public debt
16
Öffentliche Schulden
16
Equilibrium theory
15
Gleichgewichtstheorie
15
Volatility
15
Volatilität
15
Estimation
14
Geldpolitik
14
Monetary policy
14
Schätzung
14
Optimal taxation
12
Risikoprämie
12
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Undetermined
152
Free
2
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Article
199
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Article in journal
Aufsatz in Zeitschrift
199
Working Paper
52
Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Conference paper
6
Konferenzbeitrag
6
Article
2
Thesis
2
Aufsatz im Buch
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English
199
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Wen, Yi
7
Chien, YiLi
5
Cozzi, Marco
4
Orrillo, Jaime
4
Ragot, Xavier
4
Takahashi, Shuhei
4
Žitković, Gordan
4
Evans, Martin D. D.
3
Hnatkovska, Viktoria
3
Larsen, Kasper
3
Le Grand, François
3
Yang, Jinqiang
3
Ando, Sakai
2
Armstrong, John
2
Atesagaoglu, Orhan Erem
2
Bejan, Camelia
2
Bodenstein, Martin
2
Bonnisseau, Jean-Marc
2
Braouezec, Yann
2
Carvalho, Jaimilton
2
Cea-Echenique, Sebastián
2
Chen, Damiaan H. J.
2
Chen, Yunmin
2
Chipeniuk, Karsten O.
2
Cárceles-Poveda, Eva
2
Dong, Feng
2
Eyquem, Aurélien
2
Fernholz, Ricardo T.
2
Gan, Liu
2
Guasoni, Paolo
2
Hoelle, Matthew
2
Kraft, Holger
2
Lee, Junsang
2
Mitman, Kurt
2
Mostovyi, Oleksii
2
Mustre-del-Río, José
2
Nakajima, Makoto
2
Nakajima, Tomoyuki
2
Pelsser, Antoon André Jean
2
Röhrs, Sigrid
2
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Journal of economic dynamics & control
21
Review of economic dynamics
16
Journal of mathematical economics
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
Finance and stochastics
11
Journal of monetary economics
11
Economics letters
10
European economic review : EER
7
Mathematics and financial economics
7
Journal of economic theory
6
Journal of international economics
6
Journal of macroeconomics
6
Economic modelling
5
Journal of public economics
5
Finance research letters
4
Insurance / Mathematics & economics
4
Journal of banking & finance
4
Computational economics
3
Economic theory bulletin
3
European journal of operational research : EJOR
3
International journal of theoretical and applied finance
3
Journal of financial economics
3
Journal of international money and finance
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic behavior & organization : JEBO
2
Mathematical social sciences
2
Quantitative finance
2
Seoul journal of economics
2
The review of economic studies : RES
2
Annals of finance
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Atlantic economic journal : AEJ
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Economic theory
1
Energy economics
1
Games and economic behavior
1
International journal of business and economic sciences applied research : IJBESAR
1
International journal of financial engineering
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
199
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1
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
2
Global DSGE models
Cao, Dan Vu
;
Luo, Wenlan
;
Nie, Guangyu
- In:
Review of economic dynamics
51
(
2023
),
pp. 199-225
Persistent link: https://www.econbiz.de/10014471813
Saved in:
3
Capital flows and growth across developing countries
Schroth, Josef
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014478115
Saved in:
4
Myopic fiscal objectives and long-run monetary efficiency
Gaballo, Gaetano
;
Mengus, Eric
- In:
Journal of monetary economics
136
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014328239
Saved in:
5
The power of forward guidance : the role of social transfer
Woo, Jinhee
- In:
Economic modelling
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014461461
Saved in:
6
Public debt and welfare in a quantitative Schumpeterian growth model with
incomplete
markets
Cozzi, Marco
- In:
Journal of macroeconomics
77
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014424482
Saved in:
7
Wage rigidity and destabilizing spirals
Jung, Euiyoung
- In:
Journal of macroeconomics
77
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014424539
Saved in:
8
Life cycle insurance, bequest motives and annuity loads
Arandjelović, Aleksandar
;
Kingston, Geoffrey H.
; …
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495379
Saved in:
9
Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Wijnbergen, Sweder van
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
Saved in:
10
Optimal fiscal policy in a model with uninsurable idiosyncratic income risk
Dyrda, Sebastian
;
Pedroni, Marcelo
- In:
The review of economic studies : RES
90
(
2023
)
2
,
pp. 744-780
Persistent link: https://www.econbiz.de/10014319956
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