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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~person:"Aliprantis, Charalambos D."
~person:"Bai, Yang"
~person:"He, Hua"
~subject:"Theory"
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Aliprantis, Charalambos D.
Bai, Yang
He, Hua
Fudenberg, Drew
23
Benhabib, Jess
19
Jackson, Matthew O.
18
Le Breton, Michel
18
Levine, David K.
18
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18
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Journal of economic theory
Quantitative finance
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Krannert working paper series
8
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7
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4
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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ECONIS (ZBW)
12
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1
Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
Saved in:
2
Linear and non-linear price decentralization
Aliprantis, Charalambos D.
;
Florenzano, Monique
; …
- In:
Journal of economic theory
121
(
2005
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10002707368
Saved in:
3
Non-marketed options, non-existence of equilibria, and non-linear prices
Aliprantis, Charalambos D.
;
Monteiro, Paulo Klinger
; …
- In:
Journal of economic theory
114
(
2004
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10001931530
Saved in:
4
A theory of value with non-linear prices : equilibrium analysis beyond vector lattices
Aliprantis, Charalambos D.
;
Tourky, Rabee
;
Yannelis, …
- In:
Journal of economic theory
100
(
2001
)
1
,
pp. 22-72
Persistent link: https://www.econbiz.de/10001612230
Saved in:
5
Cone conditions in general equilibrium theory
Aliprantis, Charalambos D.
;
Tourky, Rabee
;
Yannelis, …
- In:
Journal of economic theory
92
(
2000
)
1
,
pp. 96-131
Persistent link: https://www.econbiz.de/10001481753
Saved in:
6
On the Mas-Colell-Richard equilibrium theorem
Aliprantis, Charalambos D.
- In:
Journal of economic theory
74
(
1997
)
2
,
pp. 414-424
Persistent link: https://www.econbiz.de/10001219705
Saved in:
7
Economies with many commodities
Aliprantis, Charalambos D.
- In:
Journal of economic theory
74
(
1997
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10001220689
Saved in:
8
Consumption-portfolio policies : an inverse optimal problem
He, Hua
- In:
Journal of economic theory
62
(
1994
)
2
,
pp. 257-293
Persistent link: https://www.econbiz.de/10001164068
Saved in:
9
Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua
- In:
Journal of economic theory
55
(
1991
)
2
,
pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
Saved in:
10
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
Saved in:
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