Results for 10012831733

Results for 10012831733 Showing 1 - 50 results of 135 Laminas_Feed_Writer 2 (https://getlaminas.org) https://www.econbiz.de/similar/results?mlt=author&lng=en&view=rss&id=10012831733&sort=econbiz_created+desc&limit=50 135 0 50 ρ-arbitrage and ρ-consistent pricing for star-shaped risk measures Fri, 22 Aug 2025 11:16:32 +0000 https://www.econbiz.de/Record/%CF%81-arbitrage-and-%CF%81-consistent-pricing-for-star-shaped-risk-measures-herdegen-martin/10015444126?sid=1535379132 https://www.econbiz.de/Record/%CF%81-arbitrage-and-%CF%81-consistent-pricing-for-star-shaped-risk-measures-herdegen-martin/10015444126?sid=1535379132 Herdegen, Martin Article 2025 Herdegen, Martin 0 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=1535379132 https://www.econbiz.de/Record/proper-solutions-for-epstein-zin-stochastic-differential-utility-herdegen-martin/10015436223?sid=1535379132 Herdegen, Martin Article 2025 Herdegen, Martin 0 An elementary proof of the dual representation of expected shortfall Fri, 12 Jan 2024 06:08:32 +0000 https://www.econbiz.de/Record/an-elementary-proof-of-the-dual-representation-of-expected-shortfall-herdegen-martin/10014448070?sid=1535379132 https://www.econbiz.de/Record/an-elementary-proof-of-the-dual-representation-of-expected-shortfall-herdegen-martin/10014448070?sid=1535379132 Herdegen, Martin Article 2023 Herdegen, Martin 0 Sensitivity to Large Losses and ρ-Arbitrage for Convex Risk Measures Wed, 20 Sep 2023 21:30:45 +0000 https://www.econbiz.de/Record/sensitivity-to-large-losses-and-%CF%81-arbitrage-for-convex-risk-measures-herdegen-martin/10014351779?sid=1535379132 https://www.econbiz.de/Record/sensitivity-to-large-losses-and-%CF%81-arbitrage-for-convex-risk-measures-herdegen-martin/10014351779?sid=1535379132 Herdegen, Martin Book / Working Paper 2022 Herdegen, Martin 0 Liquidity provision with adverse selection and inventory costs Tue, 22 Aug 2023 13:43:05 +0000 https://www.econbiz.de/Record/liquidity-provision-with-adverse-selection-and-inventory-costs-herdegen-martin/10014329263?sid=1535379132 https://www.econbiz.de/Record/liquidity-provision-with-adverse-selection-and-inventory-costs-herdegen-martin/10014329263?sid=1535379132 Herdegen, Martin Article 2023 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/when-is-recursive-utility-well-founded-herdegen-martin/10014239646?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/cautious-stochastic-choice-optimal-stopping-and-deliberate-randomization-henderson-vicky/10014259066?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-for-epstein-zin-stochastic-differential-utility-i-foundations-herdegen-martin/10013489501?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-epstein-zin-stochastic-differential-utility-existence-uniqueness-verification--herdegen-martin/10013489503?sid=1535379132 Herdegen, Martin Article 2023 Herdegen, Martin 0 Bubbles in discrete-time models Tue, 15 Nov 2022 11:01:31 +0000 https://www.econbiz.de/Record/bubbles-in-discrete-time-models-herdegen-martin/10013440256?sid=1535379132 https://www.econbiz.de/Record/bubbles-in-discrete-time-models-herdegen-martin/10013440256?sid=1535379132 Herdegen, Martin Article 2022 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=1535379132 https://www.econbiz.de/Record/proper-solutions-for-epstein-zin-stochastic-differential-utility-herdegen-martin/10013311109?sid=1535379132 Herdegen, Martin Book / Working Paper 2021 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/the-infinite-horizon-investment-consumption-problem-for-epstein-zin-stochastic-differential-utility-jerome-joseph/10013219746?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/gambling-in-contests-with-random-initial-law-hobson-david/10013053251?sid=1535379132 Hobson, David Book / Working Paper 2014 Hobson, David 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=1535379132 https://www.econbiz.de/Record/randomized-strategies-and-prospect-theory-in-a-dynamic-context-henderson-vicky/10012972433?sid=1535379132 Henderson, Vicky Book / Working Paper 2017 Henderson, Vicky 0 Stability of Radner Equilibria with Respect to Small Frictions Tue, 15 Mar 2022 23:06:35 +0000 https://www.econbiz.de/Record/stability-of-radner-equilibria-with-respect-to-small-frictions-herdegen-martin/10012962591?sid=1535379132 https://www.econbiz.de/Record/stability-of-radner-equilibria-with-respect-to-small-frictions-herdegen-martin/10012962591?sid=1535379132 Herdegen, Martin Book / Working Paper 2017 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/probability-weighting-stop-loss-and-the-disposition-effect-henderson-vicky/10012968476?sid=1535379132 Henderson, Vicky Book / Working Paper 2017 Henderson, Vicky 0 Equilibrium Returns with Transaction Costs Thu, 10 Mar 2022 19:32:13 +0000 https://www.econbiz.de/Record/equilibrium-returns-with-transaction-costs-bouchard-bruno/10012933399?sid=1535379132 https://www.econbiz.de/Record/equilibrium-returns-with-transaction-costs-bouchard-bruno/10012933399?sid=1535379132 Bouchard, Bruno Book / Working Paper 2018 Bouchard, Bruno 0 A Dual Characterisation of Regulatory Arbitrage for Expected Shortfall Thu, 10 Mar 2022 19:10:34 +0000 https://www.econbiz.de/Record/a-dual-characterisation-of-regulatory-arbitrage-for-expected-shortfall-herdegen-martin/10012888963?sid=1535379132 https://www.econbiz.de/Record/a-dual-characterisation-of-regulatory-arbitrage-for-expected-shortfall-herdegen-martin/10012888963?sid=1535379132 Herdegen, Martin Book / Working Paper 2019 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/cautious-stochastic-choice-optimal-stopping-and-deliberate-randomization-henderson-vicky/10012852914?sid=1535379132 Henderson, Vicky Book / Working Paper 2020 Henderson, Vicky 0 Equilibrium Asset Pricing with Transaction Costs Sat, 26 Feb 2022 23:18:59 +0000 https://www.econbiz.de/Record/equilibrium-asset-pricing-with-transaction-costs-herdegen-martin/10012850285?sid=1535379132 https://www.econbiz.de/Record/equilibrium-asset-pricing-with-transaction-costs-herdegen-martin/10012850285?sid=1535379132 Herdegen, Martin Book / Working Paper 2020 Herdegen, Martin 0 A Dual Characterisation of Regulatory Arbitrage for Coherent Risk Measures Sat, 26 Feb 2022 22:18:52 +0000 https://www.econbiz.de/Record/a-dual-characterisation-of-regulatory-arbitrage-for-coherent-risk-measures-herdegen-martin/10012823360?sid=1535379132 https://www.econbiz.de/Record/a-dual-characterisation-of-regulatory-arbitrage-for-coherent-risk-measures-herdegen-martin/10012823360?sid=1535379132 Herdegen, Martin Book / Working Paper 2020 Herdegen, Martin 0 Mean-p portfolio selection and p-arbitrage for coherent risk measures Mon, 14 Feb 2022 15:05:32 +0000 https://www.econbiz.de/Record/mean-p-portfolio-selection-and-p-arbitrage-for-coherent-risk-measures-herdegen-martin/10012815955?sid=1535379132 https://www.econbiz.de/Record/mean-p-portfolio-selection-and-p-arbitrage-for-coherent-risk-measures-herdegen-martin/10012815955?sid=1535379132 Herdegen, Martin Article 2022 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=1535379132 https://www.econbiz.de/Record/local-time-coupling-and-the-passport-option-henderson-vicky/10012789538?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/robust-hedging-of-the-lookback-option-hobson-david/10012790479?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/bounds-for-in-progress-floating-strike-asian-options-using-symmetry-henderson-vicky/10012772501?sid=1535379132 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=1535379132 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=1535379132 Henderson, Vicky Book / Working Paper 2004 Henderson, Vicky 0 Mean‐ portfolio selection and ‐arbitrage for coherent risk measures Fri, 15 Oct 2021 07:06:10 +0000 https://www.econbiz.de/Record/mean-portfolio-selection-and-arbitrage-for-coherent-risk-measures-herdegen-martin/10012636241?sid=1535379132 https://www.econbiz.de/Record/mean-portfolio-selection-and-arbitrage-for-coherent-risk-measures-herdegen-martin/10012636241?sid=1535379132 Herdegen, Martin Article 2021 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/an-elementary-approach-to-the-merton-problem-herdegen-martin/10012538290?sid=1535379132 Herdegen, Martin Article 2021 Herdegen, Martin 0 Equilibrium asset pricing with transaction costs Fri, 16 Apr 2021 11:16:20 +0000 https://www.econbiz.de/Record/equilibrium-asset-pricing-with-transaction-costs-herdegen-martin/10012499683?sid=1535379132 https://www.econbiz.de/Record/equilibrium-asset-pricing-with-transaction-costs-herdegen-martin/10012499683?sid=1535379132 Herdegen, Martin Article 2021 Herdegen, Martin 0 Strict local martingales and optimal investment in a Black-Scholes model with a bubble Tue, 17 Sep 2019 14:12:04 +0000 https://www.econbiz.de/Record/strict-local-martingales-and-optimal-investment-in-a-black-scholes-model-with-a-bubble-herdegen-martin/10012095147?sid=1535379132 https://www.econbiz.de/Record/strict-local-martingales-and-optimal-investment-in-a-black-scholes-model-with-a-bubble-herdegen-martin/10012095147?sid=1535379132 Herdegen, Martin Article 2018 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/optimal-consumption-and-investment-under-transaction-costs-hobson-david/10012095159?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/probability-weighting-stop-loss-and-the-disposition-effect-henderson-vicky/10012026410?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/a-multi-asset-investment-and-consumption-problem-with-transaction-costs-hobson-david/10012023758?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/robust-bounds-for-the-american-put-hobson-david/10012023741?sid=1535379132 Hobson, David G. Article 2019 Hobson, David G. 0 Semi-efficient valuations and put-call parity Fri, 15 Feb 2019 14:21:53 +0000 https://www.econbiz.de/Record/semi-efficient-valuations-and-put-call-parity-herdegen-martin/10011969072?sid=1535379132 https://www.econbiz.de/Record/semi-efficient-valuations-and-put-call-parity-herdegen-martin/10011969072?sid=1535379132 Herdegen, Martin Article 2018 Herdegen, Martin 0 Equilibrium returns with transaction costs Tue, 18 Dec 2018 13:42:20 +0000 https://www.econbiz.de/Record/equilibrium-returns-with-transaction-costs-bouchard-bruno/10011945871?sid=1535379132 https://www.econbiz.de/Record/equilibrium-returns-with-transaction-costs-bouchard-bruno/10011945871?sid=1535379132 Bouchard, Bruno Article 2018 Bouchard, Bruno 0 Stability of Radner equilibria with respect to small frictions Tue, 18 Dec 2018 12:27:15 +0000 https://www.econbiz.de/Record/stability-of-radner-equilibria-with-respect-to-small-frictions-herdegen-martin/10011945802?sid=1535379132 https://www.econbiz.de/Record/stability-of-radner-equilibria-with-respect-to-small-frictions-herdegen-martin/10011945802?sid=1535379132 Herdegen, Martin Article 2018 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/model-uncertainty-and-the-pricing-of-american-options-hobson-david/10011944370?sid=1535379132 Hobson, David G. Article 2017 Hobson, David G. 0 No-arbitrage in a numéraire-independent modeling framework Mon, 27 Nov 2017 14:40:03 +0000 https://www.econbiz.de/Record/no-arbitrage-in-a-num%C3%A9raire-independent-modeling-framework-herdegen-martin/10011752535?sid=1535379132 https://www.econbiz.de/Record/no-arbitrage-in-a-num%C3%A9raire-independent-modeling-framework-herdegen-martin/10011752535?sid=1535379132 Herdegen, Martin Article 2017 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/randomized-strategies-and-prospect-theory-in-a-dynamic-context-henderson-vicky/10011747490?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/gambling-in-contests-with-regret-feng-han/10011583789?sid=1535379132 Feng, Han Article 2016 Feng, Han 0 Strong bubbles and strict local martingales Wed, 24 Aug 2016 09:15:08 +0000 https://www.econbiz.de/Record/strong-bubbles-and-strict-local-martingales-herdegen-martin/10011523876?sid=1535379132 https://www.econbiz.de/Record/strong-bubbles-and-strict-local-martingales-herdegen-martin/10011523876?sid=1535379132 Herdegen, Martin Article 2016 Herdegen, Martin 0 Economically consistent valuations and put-call parity Mon, 01 Aug 2016 13:15:21 +0000 https://www.econbiz.de/Record/economically-consistent-valuations-and-put-call-parity-herdegen-martin/10011514353?sid=1535379132 https://www.econbiz.de/Record/economically-consistent-valuations-and-put-call-parity-herdegen-martin/10011514353?sid=1535379132 Herdegen, Martin Book / Working Paper 2016 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011417160?sid=1535379132 Hobson, David G. Article 2015 Hobson, David G. 0 Sensitivity of optimal consumption streams Wed, 13 Jan 2016 16:05:03 +0000 https://www.econbiz.de/Record/sensitivity-of-optimal-consumption-streams-herdegen-martin/10011412135?sid=1535379132 https://www.econbiz.de/Record/sensitivity-of-optimal-consumption-streams-herdegen-martin/10011412135?sid=1535379132 Herdegen, Martin Book / Working Paper 2015 Herdegen, Martin 0 Economics-based financial bubbles (and why they imply strict local martingales) Fri, 17 Jul 2015 09:58:10 +0000 https://www.econbiz.de/Record/economics-based-financial-bubbles-and-why-they-imply-strict-local-martingales-herdegen-martin/10011293465?sid=1535379132 https://www.econbiz.de/Record/economics-based-financial-bubbles-and-why-they-imply-strict-local-martingales-herdegen-martin/10011293465?sid=1535379132 Herdegen, Martin Book / Working Paper 2015 Herdegen, Martin 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=1535379132 https://www.econbiz.de/Record/gambling-in-contests-modelled-with-diffusions-feng-han/10011240820?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011151666?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/robust-price-bounds-for-the-forward-starting-straddle-hobson-david/10011067164?sid=1535379132 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=1535379132 https://www.econbiz.de/Record/utility-theory-front-to-back-inferring-utility-from-agents-choices-cox-alexander/10011011292?sid=1535379132 COX, ALEXANDER M. G. Article 2014 COX, ALEXANDER M. G. 0