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subject:"Incomplete market"
~isPartOf:"Discussion paper / A"
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematics and financial economics"
~subject:"CAPM"
~subject:"Wirtschaftswachstum"
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Incomplete market
CAPM
Wirtschaftswachstum
Allgemeines Gleichgewicht
45
General equilibrium
45
Theorie
34
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34
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10
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Hens, Thorsten
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / A
Journal of financial economics
Mathematics and financial economics
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40
Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
Price impact equilibrium with transaction costs and TWAP trading
Noh, Eunjung
;
Weston, Kim
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10013167754
Saved in:
2
A dynamical model for real economy and finance
Grassetti, F.
;
Mammana, C.
;
Michetti, E.
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013167939
Saved in:
3
Asset pricing with index investing
Chabakauri, Georgy
;
Ryčkov, Oleg
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10012872622
Saved in:
4
Asset pricing in a pure exchange economy with heterogeneous investors
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 605-634
Persistent link: https://www.econbiz.de/10012321851
Saved in:
5
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
6
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A.
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
Saved in:
7
Disagreement, speculation, and aggregate investment
Baker, Steven D.
;
Hollifield, Burton
;
Osambela, Emilio
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 210-225
Persistent link: https://www.econbiz.de/10011589754
Saved in:
8
Brownian equilibria under Knightian uncertainty
Beißner, Patrick
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10010500697
Saved in:
9
Risk-neutral economy and zero price of risk
Vasicek, Oldrich Alfons
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10010365596
Saved in:
10
General equilibrium pricing of currency and currency options
Du, Du
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 730-751
Persistent link: https://www.econbiz.de/10010255704
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