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Incomplete market
18
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1
Barbachan, José Santiago Fajardo
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Bonnisseau, Jean-Marc
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Annals of finance
NBER working paper series
141
Working paper / National Bureau of Economic Research, Inc.
123
NBER Working Paper
101
Journal of mathematical economics
99
Discussion paper / Centre for Economic Policy Research
95
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
Journal of economic dynamics & control
82
Journal of economic theory
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
CESifo working papers
57
Journal of monetary economics
54
Working paper
53
Discussion paper series / IZA
50
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48
Review of economic dynamics
47
Finance and stochastics
42
Economics letters
40
International journal of theoretical and applied finance
39
Macroeconomic dynamics
37
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37
The review of financial studies
32
Journal of international economics
29
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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International economic review
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Journal of international money and finance
21
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Journal of political economy
20
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European economic review : EER
19
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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
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
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:
4
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:
5
Stability of marketable payoffs with long-term assets
Bonnisseau, Jean-Marc
;
Chery, Achis
- In:
Annals of finance
10
(
2014
)
4
,
pp. 523-552
Persistent link: https://www.econbiz.de/10010462703
Saved in:
6
A two price theory of financial equilibrium with risk management implications
Madan, Dilip B.
- In:
Annals of finance
8
(
2012
)
4
,
pp. 489-505
Persistent link: https://www.econbiz.de/10009670963
Saved in:
7
More punishment, less default?
Quintin, Erwan
- In:
Annals of finance
8
(
2012
)
4
,
pp. 427-454
Persistent link: https://www.econbiz.de/10009670964
Saved in:
8
On Ponzi schemes in infinite horizon collateralized economies with default penalties
Martins-da-Rocha, Victor Filipe
;
Vailakis, Yiannis
- In:
Annals of finance
8
(
2012
)
4
,
pp. 455-488
Persistent link: https://www.econbiz.de/10009674568
Saved in:
9
Partial equilibria with convex capital requirements : existence, uniqueness and stability
Anthropelos, Michail
;
Žitkovi´c, Gordan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10003939570
Saved in:
10
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
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