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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert-Holtz, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Non-concave utility maximisation on the positive real axis in discrete time
Carassus, Laurence; Rásonyi, Miklós; Rodrigues, Andrea M. - In: Mathematics and financial economics 9 (2015) 4, pp. 325-349
Persistent link: https://www.econbiz.de/10011378104
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On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša; Henderson, Vicky; Lazrak, Ali - In: Mathematics and financial economics 8 (2014) 4, pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
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Natural risk measures
Assa, Hirbod - In: Mathematics and financial economics 10 (2016) 4, pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
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Liquidity risk and the term structure of interest rates
Jarrow, Robert A.; Roch, Alexandre F. - In: Mathematics and financial economics 9 (2015) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
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Measuring risk with multiple eligible assets
Farkas, Walter; Koch Medina, Pablo; Munari, Cosimo-Andrea - In: Mathematics and financial economics 9 (2015) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
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Dual representations for systemic risk measures
Ararat, Çağın; Rudloff, Birgit - In: Mathematics and financial economics 14 (2020) 1, pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
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Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, Esmaeil; Evstigneev, Igor V.; Schenk-Hoppé, … - In: Mathematics and financial economics 14 (2020) 2, pp. 283-305
Persistent link: https://www.econbiz.de/10012240281
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The robust Merton problem of an ambiguity averse investor
Biagini, Sara; Pınar, Mustafa Ç. - In: Mathematics and financial economics 11 (2017) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
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Diversification, protection of liability holders and regulatory arbitrage
Koch Medina, Pablo; Munari, Cosimo-Andrea; Ṥikić, Mario - In: Mathematics and financial economics 11 (2017) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10011900516