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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of economics"
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Incomplete market
Unvollkommener Markt
84
Theorie
77
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77
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27
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27
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24
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24
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economics
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
95
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
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81
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40
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39
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37
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32
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29
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28
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28
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27
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25
International economic review
25
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24
Journal of banking & finance
24
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24
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European economic review : EER
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ECONIS (ZBW)
84
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1
Investment decisions under incomplete markets in the presence of wealth effects
Niu, Yingjie
;
Yang, Jinqiang
;
Zou, Zhentao
- In:
Journal of economics
133
(
2021
)
2
,
pp. 167-189
Persistent link: https://www.econbiz.de/10012585064
Saved in:
2
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
Saved in:
3
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:
4
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
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5
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:
6
Perfect versus imperfect direct advertising, and market performance
Esteban, Lola
;
Hernández, José M.
- In:
Journal of economics
122
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011743297
Saved in:
7
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:
8
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
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9
Incomplete financial markets with real assets and wealth-dependent credit limits
Hoelle, Matthew
;
Pireddu, Marina
;
Villanacci, Antonio
- In:
Journal of economics
117
(
2016
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011447545
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10
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:
11
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
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12
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
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13
Profitable parallel trade in unionized markets
Mukherjee, Arijit
;
Zhao, Laixun
- In:
Journal of economics
107
(
2012
)
3
,
pp. 267-276
Persistent link: https://www.econbiz.de/10009685375
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14
Leaders and competitors
Cato, Susumu
;
Oki, Ryoko
- In:
Journal of economics
107
(
2012
)
3
,
pp. 239-255
Persistent link: https://www.econbiz.de/10009685377
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15
Location of public and private firms under endogenous timing of choices
Bárcena Ruiz, Juan Carlos
;
Casado-Izaga, Francisco Javier
- In:
Journal of economics
105
(
2012
)
5
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009507147
Saved in:
16
Specialized advertising media and product market competition
Esteban, Lola
;
Hernández-García, José M.
- In:
Journal of economics
106
(
2012
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10009539823
Saved in:
17
Counterfeiting, enforcement and social welfare
Tsai, Ming-fang
;
Chiou, Jiunn-rong
- In:
Journal of economics
107
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009611466
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18
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:
19
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
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20
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:
21
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:
22
Macroeconomic implications of a sharing compensation scheme in a model of endogeneous growth
Liu, Chia-ying
;
Chang, Juin-jen
- In:
Journal of economics
102
(
2011
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10008798973
Saved in:
23
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
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24
Commitment and excess capacity with licensing : an old debate with a new look
Bagchi, Aniruddha
;
Mukherjee, Arijit
- In:
Journal of economics
103
(
2011
)
2
,
pp. 133-147
Persistent link: https://www.econbiz.de/10009155329
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25
Separating complements : the effects of competition and quality leadership
Alvisi, Matteo
;
Carbonara, Emanuela
;
Parisi, Francesco
- In:
Journal of economics
103
(
2011
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10009155331
Saved in:
26
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:
27
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
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28
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:
29
Quantity-setting games with a dominant firm
Tasnádi, Attila
- In:
Journal of economics
99
(
2010
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10003959093
Saved in:
30
Unsuccessful patent application and cooperative R&D
Mukherjee, Arijit
;
Ray, Achintya
- In:
Journal of economics
97
(
2009
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10003855421
Saved in:
31
Payoff dominance and risk dominance in the observable delay game : a note
Matsumura, Toshihiro
;
Ogawa, Akira
- In:
Journal of economics
97
(
2009
)
3
,
pp. 265-272
Persistent link: https://www.econbiz.de/10003855526
Saved in:
32
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:
33
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:
34
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:
35
Asset pricing with no exogenous probability measure
Cassese, Gianluca
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 23-54
Persistent link: https://www.econbiz.de/10003643459
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36
Optimal timing for an indivisible asset sale
Evans, Jonathan
;
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 545-567
Persistent link: https://www.econbiz.de/10003769012
Saved in:
37
Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 317-331
Persistent link: https://www.econbiz.de/10003683293
Saved in:
38
Unionized labor market and licensing by a monopolist
Mukherjee, Arijit
;
Broll, Udo
;
Mukherjee, S.
- In:
Journal of economics
93
(
2008
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003649604
Saved in:
39
Dynamic indifference valuation via convex risk measures
Klöppel, Susanne
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 599-627
Persistent link: https://www.econbiz.de/10003626635
Saved in:
40
The impact of cost changes on industry entry and exit
Prieger, James E.
- In:
Journal of economics
91
(
2007
)
3
,
pp. 211-243
Persistent link: https://www.econbiz.de/10003517382
Saved in:
41
Optimal continuous-time hedging with Leptokurtic returns
Černý, Aleš
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
Saved in:
42
Duality in optimal investment and consumption problems with market fricitions
Klein, Irene
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
Saved in:
43
On the timing option in a future contract
Biagini, Francesca
;
Björk, Tomas
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 267-283
Persistent link: https://www.econbiz.de/10003543130
Saved in:
44
Markowitz's portfolio optimization in an incomplete market
Xia, Jianming
;
Yan, Jia-an
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 203-216
Persistent link: https://www.econbiz.de/10003336872
Saved in:
45
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
46
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
47
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
48
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10002582917
Saved in:
49
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
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50
Coherent acceptability measures in multiperiod models
Roorda, Berend
;
Schumacher, Johannes M.
;
Engwerda, …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
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