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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Risks : open access journal"
~person:"Gollier, Christian"
~person:"Schweizer, Martin"
~subject:"Cost-benefit analysis"
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Portfolio selection
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Gollier, Christian
Schweizer, Martin
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Journal of economic theory
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33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
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ECONIS (ZBW)
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1
Properly discounted asset prices are semimartingales
Bálint, Dániel
;
Schweizer, Martin
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
Saved in:
2
Simplified mean-variance portfolio optimisation
Fontana, Claudio
;
Schweizer, Martin
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 125-152
Persistent link: https://www.econbiz.de/10009580935
Saved in:
3
The consumption-based determinants of the term structure of discount rates
Gollier, Christian
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 81-101
Persistent link: https://www.econbiz.de/10003591556
Saved in:
4
Time horizon and the discount rate
Gollier, Christian
- In:
Journal of economic theory
107
(
2002
)
2
,
pp. 463-473
Persistent link: https://www.econbiz.de/10001728097
Saved in:
5
Investment flexibility and the acceptance of risk
Gollier, Christian
- In:
Journal of economic theory
76
(
1997
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001229237
Saved in:
6
The comparative statics of changes in risk revisited
Gollier, Christian
- In:
Journal of economic theory
66
(
1995
)
2
,
pp. 522-535
Persistent link: https://www.econbiz.de/10001187129
Saved in:
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