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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Review of derivatives research"
~person:"Franke, Günter"
~subject:"Risk"
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Franke, Günter
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Journal of economic theory
Review of derivatives research
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Risk taking with additive and multiplicative background risks
Franke, Günter
;
Schlesinger, Harris
;
Stapleton, Richard C.
- In:
Journal of economic theory
146
(
2011
)
4
,
pp. 1547-1568
Persistent link: https://www.econbiz.de/10009261956
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2
Two-dimensional risk-neutral valuation relationships for the pricing of options
Franke, Günter
;
Huang, James
;
Stapleton, Richard C.
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 213-237
Persistent link: https://www.econbiz.de/10003608139
Saved in:
3
Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
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