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subject:"Risk"
~isPartOf:"International journal of production research"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The review of financial studies"
~person:"DeMarzo, Peter M."
~person:"Epstein, Larry G."
~subject:"Asymmetrische Information"
~subject:"Investition"
~subject:"Profitability"
~subject:"United States"
~subject:"Verhaltensökonomik"
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DeMarzo, Peter M.
Epstein, Larry G.
Bekaert, Geert
5
Hennessy, Christopher A.
5
Abel, Andrew B.
4
Biais, Bruno
4
Dolgui, Alexandre
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International journal of production research
Journal of monetary economics
The review of financial studies
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
7
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
Portfolio liquidity and security design with private information
DeMarzo, Peter M.
;
Frankel, David M.
;
Jin, Yu
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 5841-5885
Persistent link: https://www.econbiz.de/10012694508
Saved in:
2
Relative wealth concerns and financial bubbles
DeMarzo, Peter M.
;
Kaniel, Ron
;
Kremer, Ilan
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 19-50
Persistent link: https://www.econbiz.de/10003716134
Saved in:
3
Agency and optimal investment dynamics
DeMarzo, Peter M.
;
Fishman, Michael J.
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 151-188
Persistent link: https://www.econbiz.de/10003403676
Saved in:
4
The pooling and tranching of securities : a model of informed intermediation
DeMarzo, Peter M.
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10002646461
Saved in:
5
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
Saved in:
6
'First-order' risk aversion and the equity premium puzzle
Epstein, Larry G.
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001102487
Saved in:
7
Risk aversion and asset prices
Epstein, Larry G.
- In:
Journal of monetary economics
22
(
1988
),
pp. 179-192
Persistent link: https://www.econbiz.de/10001051192
Saved in:
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