The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Annals of finance
1. Verfasser: Faria, Gonçalo (VerfasserIn)
Weitere Verfasser: Correira-da-Silva, João (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2012
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Optimal trading of a basket of futures contracts 2020 Angoshtari, Bahman
Leakage of rank-dependent functionally generated trading strategies 2020 Xie, Kangjianan
A computable general equilibrium model for banking sector risk assessment in South Africa 2020 Beyers, Conrad F. J.
Transparency and market discipline : evidence from the Russian interbank market 2020 Guillemin, François
Fundamental theorem of asset pricing under fixed and proportional transaction costs 2020 Brown, Martin
Forecasting volatility in bitcoin market 2020 Segnon, Mawuli
Proper measures of connectedness 2020 Maggi, Mario Alessandro
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty 2020 Li, Dongchen
The impact of financial crises on the environment in developing countries 2020 Jalles, João Tovar
The price leadership share : a new measure of price discovery in financial markets 2020 De Blasis, Riccardo
The role of market efficiency on implied cost of capital estimates : an international perspective 2020 Schröder, David
Internal financing, managerial compensation and multiple tasks 2020 Brusco, Sandro
Relative growth optimal strategies in an asset market game 2020 Drokin, Yaroslav
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules 2020 Russo, Vincenzo
A new approach to the rational expectations equilibrium : existence, optimality and incentive compatibility 2020 Castro, Luciano I. de
Asian options pricing in Hawkes-type jump-diffusion models 2020 Brignone, Riccardo
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models 2020 Kirkby, J. Lars
Development banking under weak institutions and imperfect credit markets 2020 Senra Hodelin, Reynaldo
Optimal compensation and investment affected by firm size and time-varying external factors 2020 Lai, Chong
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing 2020 Roberts, Michael
Alle Artikel auflisten