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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
~subject:"Estimation"
~subject:"Portfolio-Management"
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Economic Aspects of Securitiza...
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Unvollkommener Markt
123
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87
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87
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45
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Cawley, John H.
1
Chacko, George
1
Chernenko, Sergey
1
Cochrane, John H.
1
Den Haan, Wouter J.
1
Doherty, Neil A.
1
Farboodi, Maryam
1
Gennaioli, Nicola
1
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1
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1
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1
Smetters, Kent A.
1
Souleles, Nicholas S.
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Sunderam, Adi
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Working paper / National Bureau of Economic Research, Inc.
Insurance / Mathematics & economics
58
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Finance and stochastics
22
NBER working paper series
20
Discussion paper / Centre for Economic Policy Research
18
Journal of economic dynamics & control
18
Economic theory : official journal of the Society for the Advancement of Economic Theory
16
Research paper series / Swiss Finance Institute
15
Journal of banking & finance
14
The review of financial studies
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Scandinavian actuarial journal
13
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12
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10
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9
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9
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8
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8
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8
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8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
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7
Convergence of capital and insurance markets
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
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7
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7
Finance research letters
6
International journal of financial engineering
6
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6
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6
The journal of real estate finance and economics
6
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Discussion paper / Center for Economic Research, Tilburg University
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
15
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1
Moral hazard in reinsurance markets
Doherty, Neil A.
;
Smetters, Kent A.
-
2002
Persistent link: https://www.econbiz.de/10001683508
Saved in:
2
Mortgage finance in the face of rising climate risk
Ouazad, Amine
;
Kahn, Matthew E.
-
2019
Persistent link: https://www.econbiz.de/10012124922
Saved in:
3
Special-purpose vehicles and
securitization
Gorton, Gary
;
Souleles, Nicholas S.
-
2005
Persistent link: https://www.econbiz.de/10002683600
Saved in:
4
A model of shadow banking
Gennaioli, Nicola
;
Shleifer, Andrei
;
Vishny, Robert W.
-
2011
investor wealth drives the demand for riskless debt and indirectly for
securitization
, ii) intermediary assets and leverage …
Persistent link: https://www.econbiz.de/10009158793
Saved in:
5
The rise and fall of demand for securitizations
Chernenko, Sergey
;
Hanson, Samuel G.
;
Sunderam, Adi
-
2014
Persistent link: https://www.econbiz.de/10010468757
Saved in:
6
Rational sentiments and economic cycles
Farboodi, Maryam
;
Kondor, Péter
-
2020
Persistent link: https://www.econbiz.de/10012261768
Saved in:
7
Evaluating the effects of incomplete markets on risk sharing and asset pricing
Heaton, John
;
Lucas, Deborah J.
-
1993
Persistent link: https://www.econbiz.de/10000855305
Saved in:
8
Understanding equilibrium models with a small and a large number of agents
Den Haan, Wouter J.
-
1996
Persistent link: https://www.econbiz.de/10000609277
Saved in:
9
Beyond arbitrage : "good-deal" asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
-
1996
Persistent link: https://www.econbiz.de/10000584807
Saved in:
10
An empirical examination of information barriers to trade in insurance
Cawley, John H.
;
Philipson, Tomas J.
-
1996
Persistent link: https://www.econbiz.de/10000596878
Saved in:
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