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A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
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Leisure preferences, long-run risks, and human capital returns
Dittmar, Robert F.; Palomino, Francisco; Yang, Wei - In: Review of asset pricing studies 6 (2016) 1, pp. 88-134
Persistent link: https://www.econbiz.de/10011526445
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Household production and asset prices
Da, Zhi; Yang, Wei; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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Incorporating diversification into risk management
Purnanandam, Amiyatosh; Warachka, Mitch; Zhao, Yonggan; … - In: Advances in risk management, (pp. 22-46). 2007
Persistent link: https://www.econbiz.de/10003401571
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Asset market equilibrium with liquidity risk
Jarrow, Robert A. - In: Annals of finance 14 (2018) 2, pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
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Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A. - In: Mathematics and financial economics 13 (2019) 1, pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
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Dynamic asset pricing theory
Duffie, Darrell - 2001 - Third edition
Persistent link: https://www.econbiz.de/10001552032
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Dynamic asset pricing theory
Duffie, Darrell - 1992
Persistent link: https://www.econbiz.de/10000322723
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Dynamic asset pricing theory
Duffie, Darrell - 1996 - 2. ed.
Persistent link: https://www.econbiz.de/10009700845
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Security markets : stochastic models
Duffie, Darrell - 1988
Persistent link: https://www.econbiz.de/10008731013