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A financial market with interacting investors : does an equilibrium exist?
Frei, Christoph; Reis, Gonçalo dos - In: Mathematics and financial economics 4 (2011) 3, pp. 161-182
Persistent link: https://www.econbiz.de/10009152552
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Traditional and digital currencies in over-the-counter markets
Frei, Christoph; Huang, Qianhong - In: Mathematics and financial economics 17 (2023) 3, pp. 457-497
Persistent link: https://www.econbiz.de/10014381090
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The structure of optimal consumption streams in general incomplete markets
Malamud, Semyon; Trubowitz, Eugene - In: Mathematics and financial economics 1 (2007) 2, pp. 129-161
Persistent link: https://www.econbiz.de/10003591561
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Simplified mean-variance portfolio optimisation
Fontana, Claudio; Schweizer, Martin - In: Mathematics and financial economics 6 (2012) 2, pp. 125-152
Persistent link: https://www.econbiz.de/10009580935
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Properly discounted asset prices are semimartingales
Bálint, Dániel; Schweizer, Martin - In: Mathematics and financial economics 14 (2020) 4, pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
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Nonmyopic optimal portfolios in viable markets
Cvitanić, Jakša; Malamud, Semyon - In: Mathematics and financial economics 8 (2014) 1, pp. 71-108
Persistent link: https://www.econbiz.de/10010235416
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Indifference pricing for CRRA utilities
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. - In: Mathematics and financial economics 7 (2013) 3, pp. 247-280
Persistent link: https://www.econbiz.de/10009754856
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Managing inventory with proportional transaction costs
Gallien, Florent; Kassibrakis, Serge; Malamud, Semyon - In: Mathematics and financial economics 14 (2020) 1, pp. 121-138
Persistent link: https://www.econbiz.de/10012239986