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1
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
Saved in:
2
Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001651163
Saved in:
3
Asset pricing with heterogeneous consumers
Kōnstantinidēs, Giōrgos
-
1992
Persistent link: https://www.econbiz.de/10000850275
Saved in:
4
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001428783
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5
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
6
A theory of the nominal term structure of interest rates
Kōnstantinidēs, Giōrgos
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 531-552
Persistent link: https://www.econbiz.de/10001137844
Saved in:
7
Habit formation : a resolution of the equity premium puzzle
Kōnstantinidēs, Giōrgos
- In:
Journal of political economy
98
(
1990
)
3
,
pp. 519-543
Persistent link: https://www.econbiz.de/10001088898
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8
Rational asset prices
Kōnstantinidēs, Giōrgos
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1567-1591
Persistent link: https://www.econbiz.de/10001696244
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9
Rational asset prices
Kōnstantinidēs, Giōrgos
-
2002
Persistent link: https://www.econbiz.de/10001653869
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10
Asset pricing : models and empirical evidence
Kōnstantinidēs, Giōrgos
- In:
Journal of political economy
125
(
2017
)
6
,
pp. 1782-1790
Persistent link: https://www.econbiz.de/10011833294
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