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Malevergne, Yannick; Sornette, Didier - 2006

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Quantitative methods in economics and finance

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collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of …

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Preannnouncement with strategic speculators

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Limited arbitrage in equity markets

Mitchell, Mark; Pulvino, Todd; Stafford, Erik - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 551-584

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Asset bubbles, entrepreneurial risks, and economic growth

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Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2006 - 1. issued as an Oxford pbk.

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Primary market characteristics and secondary market frictions of stocks

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Idiosyncratic risks, self-insurance, and stochastic bubbles

Ohtaki, Eisei - In: Economics letters 118 (2013) 3, pp. 429-430

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Equilibrium term structure relations of risky assets in incomplete markets

Eckwert, Bernhard - 1993

This paper presents a simple theoretical model of the term structure and analyzes the relations among optimal portfolio decisions, the real term structure of asset returns, and the risks and price volatilities of assets with different terms to maturity when the investor preferences are...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009755239

The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets

Hoelle, Matthew - In: Journal of mathematical economics 50 (2014), pp. 119-127

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010476842