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Asset management with endogenous withdrawals under a drawdown constraint

Roche, Hervé - In: Quantitative finance 19 (2019) 2, pp. 289-312

Persistent link: https://www.econbiz.de/10012194654

Prediction in mobile ad hoc network based on fuzzy time series

Yang, Chunyu - In: International journal of networking and virtual … 20 (2019) 1, pp. 44-52

Persistent link: https://www.econbiz.de/10012030846

The implications of tax loss carryforwards on investment policy

Roche, Hervé - In: Mathematics and financial economics 16 (2022) 3, pp. 587-613

Persistent link: https://www.econbiz.de/10013438870

Measuring system-wide resilience of central counterparties

Tompaidis, Stathis - In: The journal of financial market infrastructures 6 (2018) 4, pp. 41-54

Persistent link: https://www.econbiz.de/10011912757

Rent-to-Own Pricing: Theory and Empirical Evidence

Jaggia, Sanjiv; Roche, Hervé; Anderson, Michael H. - In: Journal of Consumer Affairs (2018)

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Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available

Roche, Hervé - In: Journal of Economic Dynamics and Control 35 (2011) 1, pp. 80-96

We study a pure exchange economy under incomplete markets where households have heterogeneous homothetic recursive preferences and lending and borrowing are precluded. We fully characterize the properties of the efficient allocations and the equilibrium asset price. The ownership distribution...

Persistent link: https://www.econbiz.de/10008864769