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A second-order stock market model
Fernholz, Robert; Ichiba, Tomoyuki; Karatzas, Ioannis - In: Annals of finance 9 (2013) 3, pp. 439-454
Persistent link: https://www.econbiz.de/10010152352
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Relative arbitrage in volatility-stabilized markets
Fernholz, Robert; Karatzas, Ioannis - In: Annals of finance 1 (2005) 2, pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
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A second-order stock market model
Fernholz, Robert; Ichiba, Tomoyuki; Karatzas, Ioannis - In: Annals of finance 9 (2013) 3, pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
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The implied liquidity premium for equities
Fernholz, Robert; Karatzas, Ioannis - In: Annals of finance 2 (2006) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10003229735
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Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander; Karatzas, Ioannis - In: Annals of finance 11 (2015) 3/4, pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
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An economy with personal currency : theory and experimental evidence
Angerer, Martin; Huber, Jürgen; Shubik, Martin; … - In: Annals of finance 6 (2010) 4, pp. 475-509
Persistent link: https://www.econbiz.de/10008652605
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Runs, panics and bubbles : Diamond-Dybvig and Morris-Shin reconsidered
Smith, Eric; Shubik, Martin - In: Annals of finance 10 (2014) 4, pp. 603-622
Persistent link: https://www.econbiz.de/10010465002
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The demonetization of gold : transactions and the change in control
Quint, Thomas; Shubik, Martin - In: Annals of finance 11 (2015) 1, pp. 109-149
Persistent link: https://www.econbiz.de/10011376172