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Potential surprise, gambler-preference and multi-asset portfolios : Shackle's theory revisited
Ford, James L. - In: Rivista internazionale di scienze economiche e … 46 (1999) 4, pp. 593-612
Persistent link: https://www.econbiz.de/10001561654
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Money demand with liquidity and portfolio motive : a unified approach
Hauenschild, Nils; Stahlecker, Peter - 2000
Persistent link: https://www.econbiz.de/10001563874
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Knightian uncertainty in financial markets : an assessment
Basili, Marcello - 2000
Persistent link: https://www.econbiz.de/10001505063
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Efficient hedging in incomplete markets under model uncertainty
Kirch, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643060
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Adequate decision rules for portfolio choice problems
Goodall-Rathert, Thilo; Goodall, Thilo - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001627962
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Mean-variance preferences and investor behaviour
Ormiston, Michael B.; Schlee, Edward E. - In: The economic journal : the journal of the Royal … 111 (2001), pp. 849-861
Persistent link: https://www.econbiz.de/10001615689
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Deposit insurance funding and insurer resource allocation : a portfolio model of insurer behavior under uncertainty
Seelig, Steven A.; O'Keefe, John P. - 2000
Persistent link: https://www.econbiz.de/10001618503
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Knightian uncertainty in financial markets : an assessment
Basili, Marcello - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001571067
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Pessimisme et absence d'échange sur les marchés financiers
Tallon, Jean-Marc - In: Revue d'économie politique 110 (2000) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10001467124
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Ein Ansatz zur modellbasierten Steuerung von Investmentfonds
Eggers, Frank - 2004
Persistent link: https://www.econbiz.de/10001851233