Similar Search Results

Global rebalancing, asset prices and policy responses

Liikanen, Erkki - In: Economic & financial review : a journal of the European … 18 (2011) 2, pp. 79-86

Persistent link: https://www.econbiz.de/10009509884

Theory of asset pricing

Pennacchi, George G. - 2008

Persistent link: https://www.econbiz.de/10003399134

Beta bubbles

Jylhä, Petri; Suominen, Matti; Tomunen, Tuomas - In: Review of asset pricing studies 8 (2018) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10012001522

On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets

Keppo, Jussi - 1998

Persistent link: https://www.econbiz.de/10000991057

Calling for the true margin

Keppo, Jussi - In: On arbitrage, optimal portfolio and equilibrium under …, (pp. 207-212). 1998

Persistent link: https://www.econbiz.de/10001587332

Optimal portfolio hedging with nonlinear derivatives and transactin costs

Keppo, Jussi - In: On arbitrage, optimal portfolio and equilibrium under …, (pp. 1-24). 1998

Persistent link: https://www.econbiz.de/10001587336

Calling for the true margin

Keppo, Jussi - In: Applied financial economics 7 (1997) 2, pp. 207-212

Persistent link: https://www.econbiz.de/10001227565

Dynamic Contracting in Asset Management under Investor-Partner-Manager Relationship

Keppo, Jussi; Touzi, Nizar; Zuo, Ruiting - 2021

We study incentive contracts in asset management business under dynamic actions and relationships between an investor, a partner of an investment company, and a fund manager of the company. The investor cannot perfectly observe the partner and manager’s actions, and similarly, the partner...

Persistent link: https://www.econbiz.de/10013242101

Optimal consumption and portfolio decisions with partially observed real prices

Bensoussan, Alain; Keppo, Jussi; Sethi, Suresh P. - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 215-236

Persistent link: https://www.econbiz.de/10003827575

A computational scheme for the optimal strategy in an incomplete market

Keppo, Jussi; Meng, Xu; Sullivan, Michael G. - In: Journal of economic dynamics & control 31 (2007) 11, pp. 3591-3613

Persistent link: https://www.econbiz.de/10003569778