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ECONIS (ZBW)
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Complete and competitive financial markets in a complex world
Cassese, Gianluca
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 659-688
Persistent link: https://www.econbiz.de/10012665198
Saved in:
3
An incomplete equilibrium with a stochastic annuity
Weston, Kim
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10012253358
Saved in:
4
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
5
Conditional Davis pricing
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 565-599
Persistent link: https://www.econbiz.de/10012518059
Saved in:
6
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
7
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
8
Fast, "robust", and approximately correct : estimating mixed demand systems
Salanié, Bernard
;
Wolak, Frank A.
-
2018
Persistent link: https://www.econbiz.de/10011998484
Saved in:
9
Measuring market power in gasoline retailing : a market- or station phenomenon?
Nguyen-Ones, Mai
;
Steen, Frode
-
2018
Persistent link: https://www.econbiz.de/10011915931
Saved in:
10
The optimum quantity of capital and debt
Acikgöz, Ömer
;
Hagedorn, Marcus
;
Holter, Hans
;
Wang, Yikai
-
2018
Persistent link: https://www.econbiz.de/10011919083
Saved in:
11
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
12
Model-free international stochastic discount factors
Sandulescu, Paula Mirela
;
Trojani, Fabio
;
Vedolin, Andrea
-
2018
Persistent link: https://www.econbiz.de/10011933876
Saved in:
13
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
14
Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods
Bayer, Christian
;
Luetticke, Ralph
-
2018
Persistent link: https://www.econbiz.de/10011974616
Saved in:
15
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
16
Imperfect financial markets and shareholder incentives in partial and general equilibrium
Albagli, Elias
;
Hellwig, Christian
;
Tsyvinski, Aleh
-
2017
Persistent link: https://www.econbiz.de/10011685085
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17
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
18
Buy as you need : nutrition and food storage imperfections
Gross, Jeremie
;
Guirkinger, Catherine
;
Platteau, …
-
2017
Persistent link: https://www.econbiz.de/10011739473
Saved in:
19
Regulating false disclosure
Janssen, Maarten C. W.
;
Roy, Santanu
-
2017
Persistent link: https://www.econbiz.de/10011818475
Saved in:
20
Do individual behavioral biases affect financial markets and the macroeconomy?
Bhamra, Harjoat Singh
;
Uppal, Raman
-
2017
Persistent link: https://www.econbiz.de/10011817172
Saved in:
21
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
22
Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
Saved in:
23
The role of measurability in game-theoretic probability
Vovk, Vladimir
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 719-739
Persistent link: https://www.econbiz.de/10011944419
Saved in:
24
Public development banks and credit market imperfections
Eslava, Marcela
;
Freixas, Xavier
-
2016
Persistent link: https://www.econbiz.de/10011482160
Saved in:
25
Optimal monetary policy, exchange rate misalignments and incompletet financial markets
Senay, Özge
;
Sutherland, Alan
-
2016
Persistent link: https://www.econbiz.de/10011484527
Saved in:
26
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
27
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
28
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
29
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
30
Macroeconomic fluctuations with HANK and SAM : an analytical approach
Ravn, Morten O.
;
Sterk, Vincent
-
2016
Persistent link: https://www.econbiz.de/10011606729
Saved in:
31
Under-innsurance in human capital models with limited enforcement
Krebs, Tom
;
Kuhn, Moritz
;
Wright, Mark L. J.
-
2016
Persistent link: https://www.econbiz.de/10011586648
Saved in:
32
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
33
Short-term pain for long-term gain : market deregulation and monetary policy in small open economies
Cacciatore, Matteo
;
Duval, Romain
;
Fiori, Giuseppe
; …
-
2015
Persistent link: https://www.econbiz.de/10011441286
Saved in:
34
Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011416985
Saved in:
35
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
Mostovyi, Oleksii
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011417138
Saved in:
36
Optimal investment and price dependence in a semi-static market
Siorpaes, Pietro
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 161-187
Persistent link: https://www.econbiz.de/10011417148
Saved in:
37
Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
Saved in:
38
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
Saved in:
39
Unemployment (fears) and deflationary spirals
Den Haan, Wouter J.
;
Rendahl, Pontus
;
Riegler, Markus
-
2015
Persistent link: https://www.econbiz.de/10011391932
Saved in:
40
Precautionary savings, illiquid asssets, and the aggregate consequences of shocks to household income risk
Bayer, Christian
;
Luetticke, Ralph
;
Pham-Do, Lien
; …
-
2015
Persistent link: https://www.econbiz.de/10011391946
Saved in:
41
Mobile money, trade credit, and economic development : theory and evidence
Beck, Thorsten
;
Pamuk, Haki
;
Ramrattan, Ravindra
;
Uras, …
-
2015
Persistent link: https://www.econbiz.de/10011391990
Saved in:
42
Income inequality and asset prices under redistributive taxation
Pástor, Ľuboš
;
Veronesi, Pietro
-
2015
Persistent link: https://www.econbiz.de/10011399222
Saved in:
43
Where experience matters : asset allocation and asset pricing with opaque and illiquid assets
Buss, Adrian
;
Uppal, Raman
;
Vilkov, Grigory
-
2015
Persistent link: https://www.econbiz.de/10010495448
Saved in:
44
Social background, education and inequality
Andersen, Torben M.
-
2015
Persistent link: https://www.econbiz.de/10010495459
Saved in:
45
Reforms, finance, and current accounts
Bertola, Giuseppe
;
Prete, Anna Lo
-
2015
Persistent link: https://www.econbiz.de/10010496938
Saved in:
46
Financial frictions, financial shocks and unemployment volatility
Boeri, Tito
;
Garibaldi, Pietro
;
Moen, Espen R.
-
2015
Persistent link: https://www.econbiz.de/10011299566
Saved in:
47
Reviving the limit cycle view of macroeconomic fluctuations
Beaudry, Paul
;
Galizia, Dana
;
Portier, Franck
-
2015
Persistent link: https://www.econbiz.de/10011299590
Saved in:
48
Media coverage and political accountability : theory and evidence
Strömberg, David
-
2015
Persistent link: https://www.econbiz.de/10011299619
Saved in:
49
Financial frictions, product quality, and international trade
Crinò, Rosario
;
Ogliari, Laura
-
2015
Persistent link: https://www.econbiz.de/10010531950
Saved in:
50
An empirical equilibrium model of a decentralized asset market
Gavazza, Alessandro
-
2015
Persistent link: https://www.econbiz.de/10010533052
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