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A monopolistic market for information
Admati, Anat R. - In: Journal of economic theory 39 (1986) 2, pp. 400-438
Persistent link: https://www.econbiz.de/10001014161
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Interpreting the factor risk premia in the arbitrage pricing theory
Admati, Anat R.; Pfleiderer, Paul - In: Journal of economic theory 35 (1985) 1, pp. 191-195
Persistent link: https://www.econbiz.de/10001806178
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Viable allocations of information in financial markets
Admati, Anat R. - In: Journal of economic theory 43 (1987) 1, pp. 76-115
Persistent link: https://www.econbiz.de/10001055699
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An extension of the Modigliani-Miller theorem to stochastic economies with incomplete markets and interdependent securities
DeMarzo, Peter M. - In: Journal of economic theory 2 (1988), pp. 353-369
Persistent link: https://www.econbiz.de/10001061016
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Delegated portfolio management
Bhattacharya, Sudipto; Pfleiderer, Paul - In: Journal of economic theory 36 (1985) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001908704
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Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information
DeMarzo, Peter M. - In: Journal of economic theory 80 (1998) 1, pp. 123-152
Persistent link: https://www.econbiz.de/10001243871
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Corporate financial hedging with proprietary information
DeMarzo, Peter M. - In: Journal of economic theory 53 (1991) 2, pp. 261-286
Persistent link: https://www.econbiz.de/10001102723
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Robust option pricing : Hannan and Blackwell meet Black and Scholes
DeMarzo, Peter M.; Kremer, Ilan; Mansour, Yishay - In: Journal of economic theory 163 (2016), pp. 410-434
Persistent link: https://www.econbiz.de/10011593386
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Fully revealing outcomes in signalling models : an example of nonexistence when the type space is unbounded
Hellwig, Martin - In: Journal of economic theory 58 (1992) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10001131992
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The assessment of large compounds of independent gambles
Hellwig, Martin - In: Journal of economic theory 67 (1995) 2, pp. 299-326
Persistent link: https://www.econbiz.de/10001192460