Results for 10009581663

Results for 10009581663 Showing 1 - 50 results of 164 Laminas_Feed_Writer 2 (https://getlaminas.org) https://www.econbiz.de/similar/results?mlt=author&lng=en&view=rss&id=10009581663&sort=econbiz_created+desc&limit=50 164 0 50 Proper solutions for Epstein–Zin stochastic differential utility Mon, 04 Aug 2025 10:10:21 +0000 https://www.econbiz.de/Record/proper-solutions-for-epstein-zin-stochastic-differential-utility-herdegen-martin/10015436223?sid=1535630813 https://www.econbiz.de/Record/proper-solutions-for-epstein-zin-stochastic-differential-utility-herdegen-martin/10015436223?sid=1535630813 Herdegen, Martin Article 2025 Herdegen, Martin 0 Make hay while the sun shines : an empirical study of maximum price, regret, and trading decisions Mon, 14 Apr 2025 07:44:28 +0000 https://www.econbiz.de/Record/make-hay-while-the-sun-shines-an-empirical-study-of-maximum-price-regret-and-trading-decisions-brettschneider-julia/10015371061?sid=1535630813 https://www.econbiz.de/Record/make-hay-while-the-sun-shines-an-empirical-study-of-maximum-price-regret-and-trading-decisions-brettschneider-julia/10015371061?sid=1535630813 Brettschneider, Julia Article 2025 Brettschneider, Julia 0 Make Hay While the Sun Shines : An Empirical Study of Maximum Price, Regret and Trading Decisions Wed, 20 Sep 2023 21:30:45 +0000 https://www.econbiz.de/Record/make-hay-while-the-sun-shines-an-empirical-study-of-maximum-price-regret-and-trading-decisions-brettschneider-julia/10014356115?sid=1535630813 https://www.econbiz.de/Record/make-hay-while-the-sun-shines-an-empirical-study-of-maximum-price-regret-and-trading-decisions-brettschneider-julia/10014356115?sid=1535630813 Brettschneider, Julia Book / Working Paper 2023 Brettschneider, Julia 0 When is Recursive Utility Well-Founded? Tue, 16 May 2023 17:28:52 +0000 https://www.econbiz.de/Record/when-is-recursive-utility-well-founded-herdegen-martin/10014239646?sid=1535630813 https://www.econbiz.de/Record/when-is-recursive-utility-well-founded-herdegen-martin/10014239646?sid=1535630813 Herdegen, Martin Book / Working Paper 2022 Herdegen, Martin 0 Cautious stochastic choice, optimal stopping and deliberate randomization Tue, 16 May 2023 17:28:52 +0000 https://www.econbiz.de/Record/cautious-stochastic-choice-optimal-stopping-and-deliberate-randomization-henderson-vicky/10014259066?sid=1535630813 https://www.econbiz.de/Record/cautious-stochastic-choice-optimal-stopping-and-deliberate-randomization-henderson-vicky/10014259066?sid=1535630813 Henderson, Vicky Article 2023 Henderson, Vicky 0 The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations Tue, 24 Jan 2023 09:16:30 +0000 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-for-epstein-zin-stochastic-differential-utility-i-foundations-herdegen-martin/10013489501?sid=1535630813 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-for-epstein-zin-stochastic-differential-utility-i-foundations-herdegen-martin/10013489501?sid=1535630813 Herdegen, Martin Article 2023 Herdegen, Martin 0 The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II : existence, uniqueness and verification for θ ∈ (0, 1) Tue, 24 Jan 2023 09:16:30 +0000 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-epstein-zin-stochastic-differential-utility-existence-uniqueness-verification--herdegen-martin/10013489503?sid=1535630813 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-epstein-zin-stochastic-differential-utility-existence-uniqueness-verification--herdegen-martin/10013489503?sid=1535630813 Herdegen, Martin Article 2023 Herdegen, Martin 0 Proper solutions for Epstein–Zin Stochastic Differential Utility Fri, 29 Jul 2022 22:33:06 +0000 https://www.econbiz.de/Record/proper-solutions-for-epstein-zin-stochastic-differential-utility-herdegen-martin/10013311109?sid=1535630813 https://www.econbiz.de/Record/proper-solutions-for-epstein-zin-stochastic-differential-utility-herdegen-martin/10013311109?sid=1535630813 Herdegen, Martin Book / Working Paper 2021 Herdegen, Martin 0 Not in my mind : The disposition effect is in the eyes of the beholder Sun, 12 Jun 2022 22:36:01 +0000 https://www.econbiz.de/Record/not-in-my-mind-the-disposition-effect-is-in-the-eyes-of-the-beholder-brettschneider-julia/10013241646?sid=1535630813 https://www.econbiz.de/Record/not-in-my-mind-the-disposition-effect-is-in-the-eyes-of-the-beholder-brettschneider-julia/10013241646?sid=1535630813 Brettschneider, Julia Book / Working Paper 2021 Brettschneider, Julia 0 Wide Framing Disposition Effect : An Empirical Study Sun, 12 Jun 2022 22:36:01 +0000 https://www.econbiz.de/Record/wide-framing-disposition-effect-an-empirical-study-brettschneider-julia/10013241647?sid=1535630813 https://www.econbiz.de/Record/wide-framing-disposition-effect-an-empirical-study-brettschneider-julia/10013241647?sid=1535630813 Brettschneider, Julia Book / Working Paper 2021 Brettschneider, Julia 0 The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility Sun, 12 Jun 2022 22:06:12 +0000 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-for-epstein-zin-stochastic-differential-utility-jerome-joseph/10013219746?sid=1535630813 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-for-epstein-zin-stochastic-differential-utility-jerome-joseph/10013219746?sid=1535630813 Jerome, Joseph Book / Working Paper 2021 Jerome, Joseph 0 Gambling in Contests with Random Initial Law Thu, 17 Mar 2022 21:10:32 +0000 https://www.econbiz.de/Record/gambling-in-contests-with-random-initial-law-hobson-david/10013053251?sid=1535630813 https://www.econbiz.de/Record/gambling-in-contests-with-random-initial-law-hobson-david/10013053251?sid=1535630813 Hobson, David Book / Working Paper 2014 Hobson, David 0 A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk Thu, 17 Mar 2022 00:48:28 +0000 https://www.econbiz.de/Record/a-multidimensional-exponential-utility-indifference-pricing-model-with-applications-to-counterparty-risk-henderson-vicky/10013037486?sid=1535630813 https://www.econbiz.de/Record/a-multidimensional-exponential-utility-indifference-pricing-model-with-applications-to-counterparty-risk-henderson-vicky/10013037486?sid=1535630813 Henderson, Vicky Book / Working Paper 2015 Henderson, Vicky 0 Randomized Strategies and Prospect Theory in a Dynamic Context Tue, 15 Mar 2022 23:19:36 +0000 https://www.econbiz.de/Record/randomized-strategies-and-prospect-theory-in-a-dynamic-context-henderson-vicky/10012972433?sid=1535630813 https://www.econbiz.de/Record/randomized-strategies-and-prospect-theory-in-a-dynamic-context-henderson-vicky/10012972433?sid=1535630813 Henderson, Vicky Book / Working Paper 2017 Henderson, Vicky 0 Probability Weighting, Stop-Loss and the Disposition Effect Tue, 15 Mar 2022 23:06:35 +0000 https://www.econbiz.de/Record/probability-weighting-stop-loss-and-the-disposition-effect-henderson-vicky/10012968476?sid=1535630813 https://www.econbiz.de/Record/probability-weighting-stop-loss-and-the-disposition-effect-henderson-vicky/10012968476?sid=1535630813 Henderson, Vicky Book / Working Paper 2017 Henderson, Vicky 0 The Value of Being 'Lucky' : Option Backdating and Non-Diversifiable Risk Thu, 10 Mar 2022 19:32:13 +0000 https://www.econbiz.de/Record/the-value-of-being-lucky-option-backdating-and-non-diversifiable-risk-henderson-vicky/10012937327?sid=1535630813 https://www.econbiz.de/Record/the-value-of-being-lucky-option-backdating-and-non-diversifiable-risk-henderson-vicky/10012937327?sid=1535630813 Henderson, Vicky Book / Working Paper 2018 Henderson, Vicky 0 Executive Stock Options : Portfolio Effects Thu, 10 Mar 2022 19:10:34 +0000 https://www.econbiz.de/Record/executive-stock-options-portfolio-effects-henderson-vicky/10012905705?sid=1535630813 https://www.econbiz.de/Record/executive-stock-options-portfolio-effects-henderson-vicky/10012905705?sid=1535630813 Henderson, Vicky Book / Working Paper 2019 Henderson, Vicky 0 Portfolios of American Options Under General Preferences : Results and Counterexamples Thu, 10 Mar 2022 19:10:34 +0000 https://www.econbiz.de/Record/portfolios-of-american-options-under-general-preferences-results-and-counterexamples-henderson-vicky/10012905941?sid=1535630813 https://www.econbiz.de/Record/portfolios-of-american-options-under-general-preferences-results-and-counterexamples-henderson-vicky/10012905941?sid=1535630813 Henderson, Vicky Book / Working Paper 2019 Henderson, Vicky 0 Cautious Stochastic Choice, Optimal Stopping and Deliberate Randomization Sat, 26 Feb 2022 23:36:11 +0000 https://www.econbiz.de/Record/cautious-stochastic-choice-optimal-stopping-and-deliberate-randomization-henderson-vicky/10012852914?sid=1535630813 https://www.econbiz.de/Record/cautious-stochastic-choice-optimal-stopping-and-deliberate-randomization-henderson-vicky/10012852914?sid=1535630813 Henderson, Vicky Book / Working Paper 2020 Henderson, Vicky 0 An Elementary Approach to the Merton Problem Sat, 26 Feb 2022 22:49:44 +0000 https://www.econbiz.de/Record/an-elementary-approach-to-the-merton-problem-herdegen-martin/10012831733?sid=1535630813 https://www.econbiz.de/Record/an-elementary-approach-to-the-merton-problem-herdegen-martin/10012831733?sid=1535630813 Herdegen, Martin Book / Working Paper 2020 Herdegen, Martin 0 Local Time, Coupling and the Passport Option Mon, 03 Jan 2022 23:50:39 +0000 https://www.econbiz.de/Record/local-time-coupling-and-the-passport-option-henderson-vicky/10012789538?sid=1535630813 https://www.econbiz.de/Record/local-time-coupling-and-the-passport-option-henderson-vicky/10012789538?sid=1535630813 Henderson, Vicky Book / Working Paper 1999 Henderson, Vicky 0 Robust Hedging of the Lookback Option Mon, 03 Jan 2022 23:50:39 +0000 https://www.econbiz.de/Record/robust-hedging-of-the-lookback-option-hobson-david/10012790479?sid=1535630813 https://www.econbiz.de/Record/robust-hedging-of-the-lookback-option-hobson-david/10012790479?sid=1535630813 Hobson, David G. Book / Working Paper 1998 Hobson, David G. 0 Bounds for In-Progress Floating-Strike Asian Options Using Symmetry Mon, 03 Jan 2022 23:38:19 +0000 https://www.econbiz.de/Record/bounds-for-in-progress-floating-strike-asian-options-using-symmetry-henderson-vicky/10012772501?sid=1535630813 https://www.econbiz.de/Record/bounds-for-in-progress-floating-strike-asian-options-using-symmetry-henderson-vicky/10012772501?sid=1535630813 Henderson, Vicky Book / Working Paper 2008 Henderson, Vicky 0 A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation Mon, 27 Dec 2021 20:55:22 +0000 https://www.econbiz.de/Record/a-comparison-of-option-prices-under-different-pricing-measures-in-a-stochastic-volatility-model-with-correlation-henderson-vicky/10012738903?sid=1535630813 https://www.econbiz.de/Record/a-comparison-of-option-prices-under-different-pricing-measures-in-a-stochastic-volatility-model-with-correlation-henderson-vicky/10012738903?sid=1535630813 Henderson, Vicky Book / Working Paper 2004 Henderson, Vicky 0 Valuing the Option to Invest in an Incomplete Market Mon, 27 Dec 2021 20:55:22 +0000 https://www.econbiz.de/Record/valuing-the-option-to-invest-in-an-incomplete-market-henderson-vicky/10012735425?sid=1535630813 https://www.econbiz.de/Record/valuing-the-option-to-invest-in-an-incomplete-market-henderson-vicky/10012735425?sid=1535630813 Henderson, Vicky Book / Working Paper 2006 Henderson, Vicky 0 The Curious Incident of the Investment in the Market : Real Options and a Fair Gamble Mon, 27 Dec 2021 20:55:22 +0000 https://www.econbiz.de/Record/the-curious-incident-of-the-investment-in-the-market-real-options-and-a-fair-gamble-evans-jonathan/10012736681?sid=1535630813 https://www.econbiz.de/Record/the-curious-incident-of-the-investment-in-the-market-real-options-and-a-fair-gamble-evans-jonathan/10012736681?sid=1535630813 Evans, Jonathan D. Book / Working Paper 2005 Evans, Jonathan D. 0 Performance Based Compensation and Direct Earnings Management Mon, 27 Dec 2021 20:50:06 +0000 https://www.econbiz.de/Record/performance-based-compensation-and-direct-earnings-management-camara-antonio/10012721754?sid=1535630813 https://www.econbiz.de/Record/performance-based-compensation-and-direct-earnings-management-camara-antonio/10012721754?sid=1535630813 Camara, Antonio Book / Working Paper 2009 Camara, Antonio 0 On the Equivalence of Floating and Fixed-Strike Asian Options Mon, 27 Dec 2021 20:50:06 +0000 https://www.econbiz.de/Record/on-the-equivalence-of-floating-and-fixed-strike-asian-options-henderson-vicky/10012728168?sid=1535630813 https://www.econbiz.de/Record/on-the-equivalence-of-floating-and-fixed-strike-asian-options-henderson-vicky/10012728168?sid=1535630813 Henderson, Vicky Book / Working Paper 2008 Henderson, Vicky 0 Prospect Theory, Liquidation and the Disposition Effect Mon, 27 Dec 2021 20:25:44 +0000 https://www.econbiz.de/Record/prospect-theory-liquidation-and-the-disposition-effect-henderson-vicky/10012713902?sid=1535630813 https://www.econbiz.de/Record/prospect-theory-liquidation-and-the-disposition-effect-henderson-vicky/10012713902?sid=1535630813 Henderson, Vicky Book / Working Paper 2011 Henderson, Vicky 0 The value of being lucky : option backdating and nondiversifiable risk Mon, 01 Nov 2021 08:23:43 +0000 https://www.econbiz.de/Record/the-value-of-being-lucky-option-backdating-and-nondiversifiable-risk-henderson-vicky/10012652678?sid=1535630813 https://www.econbiz.de/Record/the-value-of-being-lucky-option-backdating-and-nondiversifiable-risk-henderson-vicky/10012652678?sid=1535630813 Henderson, Vicky Article 2021 Henderson, Vicky 0 Wide framing disposition effect : an empirical study Fri, 13 Aug 2021 12:31:19 +0000 https://www.econbiz.de/Record/wide-framing-disposition-effect-an-empirical-study-brettschneider-julia/10012601233?sid=1535630813 https://www.econbiz.de/Record/wide-framing-disposition-effect-an-empirical-study-brettschneider-julia/10012601233?sid=1535630813 Brettschneider, Julia Article 2021 Brettschneider, Julia 0 An elementary approach to the Merton problem Mon, 14 Jun 2021 13:59:48 +0000 https://www.econbiz.de/Record/an-elementary-approach-to-the-merton-problem-herdegen-martin/10012538290?sid=1535630813 https://www.econbiz.de/Record/an-elementary-approach-to-the-merton-problem-herdegen-martin/10012538290?sid=1535630813 Herdegen, Martin Article 2021 Herdegen, Martin 0 Partial liquidation under reference-dependent preferences Fri, 31 Jul 2020 06:20:56 +0000 https://www.econbiz.de/Record/partial-liquidation-under-reference-dependent-preferences-henderson-vicky/10012253356?sid=1535630813 https://www.econbiz.de/Record/partial-liquidation-under-reference-dependent-preferences-henderson-vicky/10012253356?sid=1535630813 Henderson, Vicky Article 2020 Henderson, Vicky 0 Optimal consumption and investment under transaction costs* Tue, 17 Sep 2019 14:12:04 +0000 https://www.econbiz.de/Record/optimal-consumption-and-investment-under-transaction-costs-hobson-david/10012095159?sid=1535630813 https://www.econbiz.de/Record/optimal-consumption-and-investment-under-transaction-costs-hobson-david/10012095159?sid=1535630813 Hobson, David Article 2018 Hobson, David 0 Probability weighting, stop-loss and the disposition effect Thu, 11 Jul 2019 13:03:25 +0000 https://www.econbiz.de/Record/probability-weighting-stop-loss-and-the-disposition-effect-henderson-vicky/10012026410?sid=1535630813 https://www.econbiz.de/Record/probability-weighting-stop-loss-and-the-disposition-effect-henderson-vicky/10012026410?sid=1535630813 Henderson, Vicky Article 2018 Henderson, Vicky 0 A multi-asset investment and consumption problem with transaction costs Thu, 04 Jul 2019 13:19:05 +0000 https://www.econbiz.de/Record/a-multi-asset-investment-and-consumption-problem-with-transaction-costs-hobson-david/10012023758?sid=1535630813 https://www.econbiz.de/Record/a-multi-asset-investment-and-consumption-problem-with-transaction-costs-hobson-david/10012023758?sid=1535630813 Hobson, David G. Article 2019 Hobson, David G. 0 Robust bounds for the American put Thu, 04 Jul 2019 12:34:12 +0000 https://www.econbiz.de/Record/robust-bounds-for-the-american-put-hobson-david/10012023741?sid=1535630813 https://www.econbiz.de/Record/robust-bounds-for-the-american-put-hobson-david/10012023741?sid=1535630813 Hobson, David G. Article 2019 Hobson, David G. 0 Model uncertainty and the pricing of American options Mon, 17 Dec 2018 07:17:16 +0000 https://www.econbiz.de/Record/model-uncertainty-and-the-pricing-of-american-options-hobson-david/10011944370?sid=1535630813 https://www.econbiz.de/Record/model-uncertainty-and-the-pricing-of-american-options-hobson-david/10011944370?sid=1535630813 Hobson, David G. Article 2017 Hobson, David G. 0 Randomized strategies and prospect theory in a dynamic context Thu, 16 Nov 2017 07:29:58 +0000 https://www.econbiz.de/Record/randomized-strategies-and-prospect-theory-in-a-dynamic-context-henderson-vicky/10011747490?sid=1535630813 https://www.econbiz.de/Record/randomized-strategies-and-prospect-theory-in-a-dynamic-context-henderson-vicky/10011747490?sid=1535630813 Henderson, Vicky Article 2017 Henderson, Vicky 0 Gambling in contests with regret Wed, 18 Jan 2017 07:05:06 +0000 https://www.econbiz.de/Record/gambling-in-contests-with-regret-feng-han/10011583789?sid=1535630813 https://www.econbiz.de/Record/gambling-in-contests-with-regret-feng-han/10011583789?sid=1535630813 Feng, Han Article 2016 Feng, Han 0 Robust price bounds for the forward starting straddle Thu, 28 Jan 2016 15:35:08 +0000 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011417160?sid=1535630813 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011417160?sid=1535630813 Hobson, David G. Article 2015 Hobson, David G. 0 Gambling in contests modelled with diffusions Fri, 12 Jun 2015 14:25:47 +0000 https://www.econbiz.de/Record/gambling-in-contests-modelled-with-diffusions-feng-han/10011240820?sid=1535630813 https://www.econbiz.de/Record/gambling-in-contests-modelled-with-diffusions-feng-han/10011240820?sid=1535630813 Feng, Han Article 2015 Feng, Han 0 Robust price bounds for the forward starting straddle Fri, 12 Jun 2015 14:23:19 +0000 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011151666?sid=1535630813 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011151666?sid=1535630813 Hobson, David Article 2015 Hobson, David 0 Robust price bounds for the forward starting straddle Fri, 12 Jun 2015 14:19:39 +0000 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011067164?sid=1535630813 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011067164?sid=1535630813 Hobson, David Book / Working Paper 2013 Hobson, David 0 UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES Fri, 12 Jun 2015 14:17:46 +0000 https://www.econbiz.de/Record/utility-theory-front-to-back-inferring-utility-from-agents-choices-cox-alexander/10011011292?sid=1535630813 https://www.econbiz.de/Record/utility-theory-front-to-back-inferring-utility-from-agents-choices-cox-alexander/10011011292?sid=1535630813 COX, ALEXANDER M. G. Article 2014 COX, ALEXANDER M. G. 0 Pseudo linear pricing rule for utility indifference valuation Fri, 12 Jun 2015 14:16:59 +0000 https://www.econbiz.de/Record/pseudo-linear-pricing-rule-for-utility-indifference-valuation-henderson-vicky/10010997041?sid=1535630813 https://www.econbiz.de/Record/pseudo-linear-pricing-rule-for-utility-indifference-valuation-henderson-vicky/10010997041?sid=1535630813 Henderson, Vicky Article 2014 Henderson, Vicky 0 Prospect Theory, Liquidation, and the Disposition Effect Fri, 12 Jun 2015 14:16:41 +0000 https://www.econbiz.de/Record/prospect-theory-liquidation-and-the-disposition-effect-henderson-vicky/10010990490?sid=1535630813 https://www.econbiz.de/Record/prospect-theory-liquidation-and-the-disposition-effect-henderson-vicky/10010990490?sid=1535630813 Henderson, Vicky Article 2012 Henderson, Vicky 0 Multi-asset consumption-investment problems with infinite transaction costs Fri, 12 Jun 2015 14:14:16 +0000 https://www.econbiz.de/Record/multi-asset-consumption-investment-problems-with-infinite-transaction-costs-hobson-david/10010931980?sid=1535630813 https://www.econbiz.de/Record/multi-asset-consumption-investment-problems-with-infinite-transaction-costs-hobson-david/10010931980?sid=1535630813 Hobson, David Book / Working Paper 2014 Hobson, David 0 Optimal consumption and sale strategies for a risk averse agent Fri, 12 Jun 2015 14:12:51 +0000 https://www.econbiz.de/Record/optimal-consumption-and-sale-strategies-for-a-risk-averse-agent-hobson-david/10010907989?sid=1535630813 https://www.econbiz.de/Record/optimal-consumption-and-sale-strategies-for-a-risk-averse-agent-hobson-david/10010907989?sid=1535630813 Hobson, David Book / Working Paper 2014 Hobson, David 0 CEO Age and Top Executive Pay: A UK Empirical Study Fri, 12 Jun 2015 14:09:13 +0000 https://www.econbiz.de/Record/ceo-age-and-top-executive-pay-a-uk-empirical-study-mcknight-phillip/10010867275?sid=1535630813 https://www.econbiz.de/Record/ceo-age-and-top-executive-pay-a-uk-empirical-study-mcknight-phillip/10010867275?sid=1535630813 McKnight, Phillip Article 2000 McKnight, Phillip 0