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Computing equilibria in finance economies
Herings, Peter Jean-Jacques; Kubler, Felix - 2000
Persistent link: https://www.econbiz.de/10001559730
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Approximate CAPM when preferences are CRRA
Herings, Peter Jean-Jacques; Kubler, Felix - 2003
Persistent link: https://www.econbiz.de/10001882621
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Approximate CAPM when preferences are CRRA
Herings, Peter Jean-Jacques; Kubler, Felix - In: Computational economics 29 (2007) 1, pp. 13-31
Persistent link: https://www.econbiz.de/10003440970
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Coherent Measures of Risk from a General Equilibrium Perspective
Herings, Peter Jean-Jacques; Csóka, Péter; Kóczy, … - 2011
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive homogeneity, and translation invariance are recent tools in risk management to assess the amount of risk agents are exposed to. If they also satisfy law invariance and comonotonic additivity, then we get a...
Persistent link: https://www.econbiz.de/10014181761
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Coherent measures of risk from a general equilibrium perspective
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2006
Persistent link: https://www.econbiz.de/10003383551
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Coherent measures of risk from a general equilibrium perspective
Csoka, Peter (contributor);  … - 2006
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive homogeneity, and translation invariance are recent tools in risk management to assess the amount of risk agents are exposed to. If they also satisfy law invariance and comonotonic additivity, then we get a...
Persistent link: https://www.econbiz.de/10003435485
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Coherent measures of risk from a general equilibrium perspective
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - In: Journal of banking & finance 31 (2007) 8, pp. 2517-2534
Persistent link: https://www.econbiz.de/10003522971
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Computable general equilibrium with financial markets
Kubler, Felix - In: Economic theory : official journal of the Society for … 18 (2001) 1, pp. 73-96
Persistent link: https://www.econbiz.de/10001592808
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The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: The theory of markets : [proceedings of the Colloquium …, (pp. 193-215). 1999
Persistent link: https://www.econbiz.de/10001509034
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Asset trading volume with dynamically complete markets and heterogenous agents
Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - 2000
Persistent link: https://www.econbiz.de/10001487642