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ECONIS (ZBW)
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1
No free lunch for markets with multiple numéraires
Carassus, Laurence
- In:
Journal of mathematical economics
104
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
Saved in:
2
Why a pandemic recession boosts asset prices
Herrenbrueck, Lucas
- In:
Journal of mathematical economics
93
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013184994
Saved in:
3
Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor V.
;
Hens, Thorsten
;
Potapova, Valeriya
; …
- In:
Journal of mathematical economics
91
(
2020
),
pp. 121-135
Persistent link: https://www.econbiz.de/10012801334
Saved in:
4
An additive model of decision making under risk and ambiguity
He, Ying
;
Dyer, James S.
;
Butler, John C.
;
Jia, Jianmin
- In:
Journal of mathematical economics
85
(
2019
),
pp. 78-92
Persistent link: https://www.econbiz.de/10012311067
Saved in:
5
Equilibria in the CAPM with non-tradeable endowments
Koch Medina, Pablo
;
Wenzelburger, Jan
- In:
Journal of mathematical economics
75
(
2018
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012104032
Saved in:
6
Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
Bosi, Stefano
;
Le Van, Cuong
;
Pham, Ngoc-Sang
- In:
Journal of mathematical economics
76
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012105376
Saved in:
7
Arbitrage and equilibrium in economies with short-selling and ambiguity
Ha-Huy, Thai
;
Le Van, Cuong
;
Tran-Viet, Cuong
- In:
Journal of mathematical economics
76
(
2018
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012105400
Saved in:
8
Prediction market prices under risk aversion and heterogeneous beliefs
He, Xue-zhong
;
Treich, Nicolas
- In:
Journal of mathematical economics
70
(
2017
),
pp. 105-114
Persistent link: https://www.econbiz.de/10011828937
Saved in:
9
Asset price volatility and banks
Zhang, Yu
- In:
Journal of mathematical economics
71
(
2017
),
pp. 96-103
Persistent link: https://www.econbiz.de/10011833203
Saved in:
10
Existence of equilibrium on asset markets with a countably infinite number of states
Ha-Huy, Thai
;
Le Van, Cuong
- In:
Journal of mathematical economics
73
(
2017
),
pp. 44-53
Persistent link: https://www.econbiz.de/10011842000
Saved in:
11
A finite model of riding bubbles
Doblas-Madrid, Antonio
- In:
Journal of mathematical economics
65
(
2016
),
pp. 154-162
Persistent link: https://www.econbiz.de/10011665704
Saved in:
12
Regular economies with ambiguity aversion
Biheng, Noé
;
Bonnisseau, Jean-Marc
- In:
Journal of mathematical economics
59
(
2015
),
pp. 24-36
Persistent link: https://www.econbiz.de/10011573442
Saved in:
13
Generic non-existence of general equilibrium with EUU preferences under extreme ambiguity
Correira-da-Silva, João
- In:
Journal of mathematical economics
61
(
2015
),
pp. 185-191
Persistent link: https://www.econbiz.de/10011573846
Saved in:
14
Portfolio constraints, differences in beliefs and bubbles
Bidian, Florin
- In:
Journal of mathematical economics
61
(
2015
),
pp. 317-326
Persistent link: https://www.econbiz.de/10011573911
Saved in:
15
Ambiguous volatility, possibility and utility in continuous time
Epstein, Larry G.
;
Jib, Shaolin
- In:
Journal of mathematical economics
50
(
2014
),
pp. 269-282
Persistent link: https://www.econbiz.de/10010478634
Saved in:
16
Spanning with indexes
Tian, Weidong
- In:
Journal of mathematical economics
53
(
2014
),
pp. 111-118
Persistent link: https://www.econbiz.de/10011297134
Saved in:
17
Financial markets with volatility uncertainty
Vorbrink, Jörg
- In:
Journal of mathematical economics
53
(
2014
),
pp. 64-78
Persistent link: https://www.econbiz.de/10011297142
Saved in:
18
Coupled projects, core imputations, and the CAPM
Flåm, Sjur D.
- In:
Journal of mathematical economics
48
(
2012
)
3
,
pp. 170-176
Persistent link: https://www.econbiz.de/10009659232
Saved in:
19
Intertemporal asset pricing and the marginal utility of wealth
Battauz, Anna
;
De Donno, Marzia
;
Ortu, Fulvio
- In:
Journal of mathematical economics
47
(
2011
)
2
,
pp. 227-244
Persistent link: https://www.econbiz.de/10009306447
Saved in:
20
The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads
Roux, Alet
- In:
Journal of mathematical economics
47
(
2011
)
2
,
pp. 159-163
Persistent link: https://www.econbiz.de/10009306463
Saved in:
21
Time-varying risk premia
Anderson, Robert M.
- In:
Journal of mathematical economics
47
(
2011
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10009422749
Saved in:
22
Risk aversion and the elasticity of substitution in general dynamic portfolio theory : consistent planning by forward looking, expected utility maximizing investors
Kihlstrom, Richard E.
- In:
Journal of mathematical economics
45
(
2009
)
9/10
,
pp. 634-663
Persistent link: https://www.econbiz.de/10003928564
Saved in:
23
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
Bion-Nadal, Jocelyne
- In:
Journal of mathematical economics
45
(
2009
)
11
,
pp. 738-750
Persistent link: https://www.econbiz.de/10003937632
Saved in:
24
Beauty contests under private information and diverse beliefs : how different?
Kurz, Mordecai
- In:
Journal of mathematical economics
44
(
2008
)
7/8
,
pp. 762-784
Persistent link: https://www.econbiz.de/10003743337
Saved in:
25
Complete monotonicity of the representative consumer's discount factor
Hara, Chiaki
- In:
Journal of mathematical economics
44
(
2008
)
12
,
pp. 1321-1331
Persistent link: https://www.econbiz.de/10003790015
Saved in:
26
Narrowing the no-arbitrage bounds
Chambers, Robert G.
;
Quiggin, John C.
- In:
Journal of mathematical economics
44
(
2008
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003622892
Saved in:
27
Collateralized assets and asymmetric information
Petrassi, Myrian
;
Torres-Martínez, Juan Pablo
- In:
Journal of mathematical economics
44
(
2008
)
5/6
,
pp. 530-534
Persistent link: https://www.econbiz.de/10003709543
Saved in:
28
The impact of multiperiod planning horizons on portfolios and asset in a dynamic CAPM
Hillebrand, Marten
;
Wenzelburger, Jan
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 565-593
Persistent link: https://www.econbiz.de/10003376542
Saved in:
29
Link-save trading
Kaval, K.
;
Molčanov, Il'ja S.
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 710-728
Persistent link: https://www.econbiz.de/10003376552
Saved in:
30
Aggregation of heterogeneous beliefs
Jouini, Elyès
;
Napp, Clotilde
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 752-770
Persistent link: https://www.econbiz.de/10003376556
Saved in:
31
Endogenous collateral
Araújo, Aloisio Pessoa de
;
Barbachan, José Santiago …
- In:
Journal of mathematical economics
41
(
2005
)
4/5
,
pp. 439-462
Persistent link: https://www.econbiz.de/10002922620
Saved in:
32
The asset market game
Alós-Ferrer, Carlos
;
Ania, Ana B.
- In:
Journal of mathematical economics
41
(
2005
)
1/2
,
pp. 67-90
Persistent link: https://www.econbiz.de/10002643161
Saved in:
33
Market selection and survival of investment strategies
Amir, Rabah
;
Evstigneev, Igor V.
;
Hens, Thorsten
; …
- In:
Journal of mathematical economics
41
(
2005
)
1/2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10002643194
Saved in:
34
Equilibria in financial markets with heterogeneous agents : a probabilistic perspective
Föllmer, Hans
;
Horst, Ulrich
;
Kirman, Alan P.
- In:
Journal of mathematical economics
41
(
2005
)
1/2
,
pp. 123-155
Persistent link: https://www.econbiz.de/10002643219
Saved in:
35
Nash competitive equilibria and two-period fund separation
Hens, Thorsten
;
Reimann, Stefan
;
Vogt, Bodo
- In:
Journal of mathematical economics
40
(
2004
)
3/4
,
pp. 321-346
Persistent link: https://www.econbiz.de/10002034616
Saved in:
36
Testable implications of consumption-based asset pricing models with incomplete markets
Krebs, Tom
- In:
Journal of mathematical economics
40
(
2004
)
1/2
,
pp. 191-206
Persistent link: https://www.econbiz.de/10001961415
Saved in:
37
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás de la Corte, Alejandro
;
Mirás, Miguel Ángel
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 311-323
Persistent link: https://www.econbiz.de/10001703425
Saved in:
38
Two remarks on the uniqueness of equilibria in the CAPM
Hens, Thorsten
;
Laitenberger, Jörg
;
Löffler, Andreas
- In:
Journal of mathematical economics
37
(
2002
)
2
,
pp. 123-132
Persistent link: https://www.econbiz.de/10001703990
Saved in:
39
Capital market equilibrium with moral hazard
Magill, Michael
;
Quinzii, Martine
- In:
Journal of mathematical economics
38
(
2002
)
1/2
,
pp. 149-190
Persistent link: https://www.econbiz.de/10001717031
Saved in:
40
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium
Detemple, Jérôme B.
- In:
Journal of mathematical economics
38
(
2002
)
1/2
,
pp. 219-248
Persistent link: https://www.econbiz.de/10001717041
Saved in:
41
Nonmonotonic Choquet integrals
De Waegenaere, Anja
;
Wakker, Peter P.
- In:
Journal of mathematical economics
36
(
2001
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10001597762
Saved in:
42
Explicit characterizations of financial prices with history-dependent utility
Haug, Jørgen
- In:
Journal of mathematical economics
36
(
2001
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001655427
Saved in:
43
Equilibrium in a stochastic model with consumption, wages and investment
Chiarolla, Maria B.
;
Haussmann, Ulrich G.
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 311-346
Persistent link: https://www.econbiz.de/10001567665
Saved in:
44
Transaction costs and a redundant security : divergence of individual and social relevance
Hara, Chiaki
- In:
Journal of mathematical economics
33
(
2000
)
4
,
pp. 497-530
Persistent link: https://www.econbiz.de/10001485414
Saved in:
45
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
- In:
Journal of mathematical economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
Saved in:
46
On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market
Loewenstein, Mark A.
- In:
Journal of mathematical economics
33
(
2000
)
2
,
pp. 209-228
Persistent link: https://www.econbiz.de/10001450140
Saved in:
47
The fundamental theorem of asset pricing with cone constraints
Pham, Huyên
;
Touzi, Nizar
- In:
Journal of mathematical economics
31
(
1999
)
2
,
pp. 265-279
Persistent link: https://www.econbiz.de/10001415905
Saved in:
48
Equilibrium, uniqueness and determinacy of equilibrium in CAPM with a riskless asset
Dana, Rose-Anne
- In:
Journal of mathematical economics
32
(
1999
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10001417897
Saved in:
49
Financial innovation, precautionary saving and the risk-free rate
Elul, Ronel
- In:
Journal of mathematical economics
27
(
1997
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10001215661
Saved in:
50
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
Girotto, Bruno
- In:
Journal of mathematical economics
27
(
1997
)
3
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001222840
Saved in:
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