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On the pricing of options in incomplete markets

Melenberg, Bertrand; Werker, Bas J. M. - 1996

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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets

Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998

Persistent link: https://www.econbiz.de/10000978825

Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets

Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1997

Persistent link: https://www.econbiz.de/10000969024

Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets

Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 721-742

Persistent link: https://www.econbiz.de/10001604133

Cooperative investment in incomplete markets under financial fairness

Pazdera, Jaroslav; Schumacher, Johannes M.; Werker, Bas … - In: Insurance / Mathematics & economics 71 (2016), pp. 394-406

Persistent link: https://www.econbiz.de/10011630891

Cooperative Investment in Incomplete Markets Under Financial Fairness

Pazdera, Jaroslav - 2016

Groups of agents, such as participants in a collective pension fund, can decide to undertake a joint investment and to define, ex ante, a rule for the division of proceeds. The collective investment decision and the allocation rule together form a risk sharing scheme. Such a scheme defines a...

Persistent link: https://www.econbiz.de/10013006241