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~isPartOf:"Annals of finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Börsenkurs"
~subject:"Equilibrium model"
~subject:"Share price"
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Börsenkurs
Equilibrium model
Share price
Incomplete market
58
Unvollkommener Markt
58
Theorie
46
Theory
46
Financial market
13
Finanzmarkt
13
Derivat
11
Derivative
11
Option pricing theory
11
Optionspreistheorie
11
CAPM
10
Allgemeines Gleichgewicht
9
General equilibrium
9
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8
Stochastischer Prozess
8
Portfolio selection
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Martingal
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Martingale
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Collateral
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Gleichgewichtsmodell
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Equilibrium theory
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3
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8
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Anderson, Robert M.
1
Anthropelos, Michail
1
Barndorff-Nielsen, Ole E.
1
Grasselli, Matheus R.
1
Gómez, Cesar
1
Hansen, Peter Reinhard
1
Kubler, Felix
1
Lunde, Asger
1
Magill, Michael
1
Martins-da-Rocha, Victor Filipe
1
Quinzii, Martine
1
Raimondo, Roberto C.
1
Santos Santos, Manuel
1
Schmedders, Karl
1
Shephard, Neil G.
1
Vailakis, Yiannis
1
Woodford, Michael
1
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1
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Annals of finance
Applied mathematical finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Journal of economic theory
7
Journal of mathematical economics
7
The international library of critical writings in economics
4
An Elgar reference collection
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper series / IZA
3
Ensaios econômicos
3
Finance and stochastics
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Journal of the European Economic Association
3
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The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
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2
Diskussionsarbeit
2
Finance research letters
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International economic review
2
International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
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2
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
2
NBER working paper series
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
SFB 649 discussion paper
2
Wiley finance
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Aachener finanzwirtschaftliche Studien
1
American journal of agricultural economics
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Annals of economics and finance
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BGPE discussion paper : Bavarian graduate program in economics
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1
Stock loans in incomplete markets
Grasselli, Matheus R.
;
Gómez, Cesar
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 118-136
Persistent link: https://www.econbiz.de/10009737173
Saved in:
2
On Ponzi schemes in infinite horizon collateralized economies with default penalties
Martins-da-Rocha, Victor Filipe
;
Vailakis, Yiannis
- In:
Annals of finance
8
(
2012
)
4
,
pp. 455-488
Persistent link: https://www.econbiz.de/10009674568
Saved in:
3
Partial equilibria with convex capital requirements : existence, uniqueness and stability
Anthropelos, Michail
;
Žitkovi´c, Gordan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10003939570
Saved in:
4
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
5
Equilibrium in continuous-time financial markets : endogenously dynamically complete markets
Anderson, Robert M.
;
Raimondo, Roberto C.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 841-907
Persistent link: https://www.econbiz.de/10003740273
Saved in:
6
Stationary equilibria in asset-pricing models with incomplete markets and collateral
Kubler, Felix
;
Schmedders, Karl
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1767-1793
Persistent link: https://www.econbiz.de/10001841359
Saved in:
7
Rational asset pricing bubbles
Santos Santos, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 19-57
Persistent link: https://www.econbiz.de/10001217068
Saved in:
8
Infinite horizon incomplete markets
Magill, Michael
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
4
,
pp. 853-880
Persistent link: https://www.econbiz.de/10001252920
Saved in:
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