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Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of economic dynamics
NBER working paper series
137
Working paper / National Bureau of Economic Research, Inc.
122
NBER Working Paper
101
Journal of mathematical economics
99
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
109
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1
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:
2
Aggregate implications of financial frictions for unemployment
Dong, Feng
- In:
Review of economic dynamics
48
(
2023
),
pp. 45-71
Persistent link: https://www.econbiz.de/10014250685
Saved in:
3
Asset market frictions, household heterogeneity, and the liquidity theory of the term structure
Wang, Chien-Chiang
- In:
Review of economic dynamics
47
(
2023
),
pp. 67-99
Persistent link: https://www.econbiz.de/10013555757
Saved in:
4
Incomplete markets and parental investments in children
Abbott, Brant
- In:
Review of economic dynamics
44
(
2022
),
pp. 104-124
Persistent link: https://www.econbiz.de/10013346925
Saved in:
5
Inequality, disaster risk, and the great recession
Kim, Heejeong
- In:
Review of economic dynamics
45
(
2022
),
pp. 187-216
Persistent link: https://www.econbiz.de/10013347006
Saved in:
6
Optimal Ramsey taxation in heterogeneous agent economies with quasi-linear preferences
Chien, YiLi
;
Wen, Yi
- In:
Review of economic dynamics
46
(
2022
),
pp. 124-160
Persistent link: https://www.econbiz.de/10013473240
Saved in:
7
The politics of flat taxes
Carroll, Daniel R.
;
Dolmas, Jim
;
Young, Eric R.
- In:
Review of economic dynamics
39
(
2021
),
pp. 174-201
Persistent link: https://www.econbiz.de/10012795159
Saved in:
8
Optimal monetary policy and liquidity with heterogeneous households
Bilbiie, Florin Ovidiu
;
Ragot, Xavier
- In:
Review of economic dynamics
41
(
2021
),
pp. 71-95
Persistent link: https://www.econbiz.de/10012872893
Saved in:
9
Public debt expansions and the dynamics of the household borrowing constraint
Antunes, António R.
;
Ercolani, Valerio
- In:
Review of economic dynamics
37
(
2020
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012652852
Saved in:
10
Time-varying wage risk, incomplete markets, and business cycles
Takahashi, Shuhei
- In:
Review of economic dynamics
37
(
2020
),
pp. 195-213
Persistent link: https://www.econbiz.de/10012652910
Saved in:
11
Risk aversion, uninsurable idiosyncratic risk, and the financial accelerator
Candian, Giacomo
;
Dmitriev, Mikhail
- In:
Review of economic dynamics
37
(
2020
),
pp. 299-322
Persistent link: https://www.econbiz.de/10012652927
Saved in:
12
Optimal fiscal policy in a model of firm entry and financial frictions
Cooke, Dudley
;
Damjanovic, Tatiana
- In:
Review of economic dynamics
35
(
2020
),
pp. 74-96
Persistent link: https://www.econbiz.de/10012500071
Saved in:
13
Labor-market frictions, incomplete insurance and severance payments
Lalé, Etienne
- In:
Review of economic dynamics
31
(
2019
),
pp. 411-435
Persistent link: https://www.econbiz.de/10012229454
Saved in:
14
Labor market frictions, monetary policy and durable goods
Di Pace, Federico
;
Hertweck, Matthias S.
- In:
Review of economic dynamics
32
(
2019
),
pp. 274-304
Persistent link: https://www.econbiz.de/10012230571
Saved in:
15
Pricing for large positions in contingent claims
Robertson, Scott
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 746-778
Persistent link: https://www.econbiz.de/10011764970
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16
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
17
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
18
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
Saved in:
19
Life in shackles? : the quantitative implications of reforming the educational financing system
Heijdra, Ben J.
;
Kindermann, Fabian
;
Reijnders, Laurie S. M.
- In:
Review of economic dynamics
25
(
2017
),
pp. 37-57
Persistent link: https://www.econbiz.de/10011893685
Saved in:
20
Career choice and the risk premium in the labor market
Cubas, German
;
Silos, Pedro
- In:
Review of economic dynamics
26
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011847210
Saved in:
21
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
22
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
23
How large is the stock component of human capital?
Huggett, Mark
;
Kaplan, Greg
- In:
Review of economic dynamics
22
(
2016
),
pp. 21-51
Persistent link: https://www.econbiz.de/10011635907
Saved in:
24
Should unemployment insurance be asset tested?
Köhne, Sebastian
;
Kuhn, Moritz
- In:
Review of economic dynamics
18
(
2015
)
3
,
pp. 575-592
Persistent link: https://www.econbiz.de/10011564219
Saved in:
25
Wealth and labor supply heterogeneity
Mustre-del-Río, José
- In:
Review of economic dynamics
18
(
2015
)
3
,
pp. 619-634
Persistent link: https://www.econbiz.de/10011564251
Saved in:
26
Asset prices and efficiency in a Krebs economy
Akira Toda, Alexis
- In:
Review of economic dynamics
18
(
2015
)
4
,
pp. 957-978
Persistent link: https://www.econbiz.de/10011564291
Saved in:
27
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
28
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
29
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
Saved in:
30
Saving up or settling down : home ownership over the life cycle
Halket, Jonathan
;
Vasudev, Santhanagopalan
- In:
Review of economic dynamics
17
(
2014
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10010473570
Saved in:
31
Misallocation and financial market frictions : some direct evidence from the dispersion in borrowing costs
Gilchrist, Simon
;
Sim, Jae W.
;
Zakrajšek, Egon
- In:
Review of economic dynamics
16
(
2013
)
1
,
pp. 159-176
Persistent link: https://www.econbiz.de/10009706932
Saved in:
32
Financial frictions and total factor productivity : accounting for the real effects of financial crises
Pratap, Sangeeta
;
Urrutia, Carlos
- In:
Review of economic dynamics
15
(
2012
)
3
,
pp. 336-358
Persistent link: https://www.econbiz.de/10009661461
Saved in:
33
Stability of the utility maximization problem with random endowment in incomplete markets
Kardaras, Constantinos
;
Ž̌̌̌̌̌̌̌itković, Gordan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10008935662
Saved in:
34
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
Saved in:
35
On incompleteness of bond markets with infinite number of random factors
Barski, Michał
;
Jakubowski, Jacek
;
Zabczyk, Jerzy
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 541-556
Persistent link: https://www.econbiz.de/10009156015
Saved in:
36
Relaxed utility maximization in complete markets
Biagini, Sara
;
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 703-722
Persistent link: https://www.econbiz.de/10009311613
Saved in:
37
On the evolution of the US consumer wealth distribution
Hintermaier, Thomas
;
Koeniger, Winfried
- In:
Review of economic dynamics
14
(
2011
)
2
,
pp. 317-338
Persistent link: https://www.econbiz.de/10009246923
Saved in:
38
On borrowing limits and welfare
Obiols-Homs, Francesc
- In:
Review of economic dynamics
14
(
2011
)
2
,
pp. 279-294
Persistent link: https://www.econbiz.de/10009246925
Saved in:
39
Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
Saved in:
40
On agent's agreement and partial-equilibrium pricing in incomplete markets
Anthropelos, Michail
;
Žitkovi´c, Gordan
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 411-446
Persistent link: https://www.econbiz.de/10008667062
Saved in:
41
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
42
Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien
;
Kaniel, Ron
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 187-227
Persistent link: https://www.econbiz.de/10003955732
Saved in:
43
A life-cycle analysis of social security with housing
Chen, Kaiji
- In:
Review of economic dynamics
13
(
2010
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008758934
Saved in:
44
Owning capital or being shareholders : an equivalence result with incomplete markets
Cárceles-Poveda, Eva
;
Coen-Pirani, Daniele
- In:
Review of economic dynamics
13
(
2010
)
3
,
pp. 537-558
Persistent link: https://www.econbiz.de/10008758945
Saved in:
45
Hedging by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
Saved in:
46
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
47
Macroeconomic implications of financial policy
Algan, Yann
;
Allais, Olivier
;
Cárceles-Poveda, Eva
- In:
Review of economic dynamics
12
(
2009
)
4
,
pp. 678-696
Persistent link: https://www.econbiz.de/10003923743
Saved in:
48
Asset prices and business cycles under market incompleteness
Cárceles-Poveda, Eva
- In:
Review of economic dynamics
12
(
2009
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10003861962
Saved in:
49
Consumption over the life cycle : how different is housing?
Yang, Fang
- In:
Review of economic dynamics
12
(
2009
)
3
,
pp. 423-443
Persistent link: https://www.econbiz.de/10003861964
Saved in:
50
Optimal investment with an unbounded random endowment and utility-based pricing
Owen, Mark P.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 129-159
Persistent link: https://www.econbiz.de/10003818431
Saved in:
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