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~isPartOf:"Annals of finance"
~isPartOf:"Economics letters"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~subject:"Arbitrage pricing"
~subject:"Incomplete market"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Market imperfection"
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Arbitrage pricing
Incomplete market
Option pricing theory
Unvollkommener Markt
124
Theorie
92
Theory
92
Financial market
27
Finanzmarkt
27
Incomplete markets
26
Portfolio selection
25
Portfolio-Management
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21
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Optionspreistheorie
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Larsen, Kasper
4
Žitković, Gordan
4
Frittelli, Marco
3
Guasoni, Paolo
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Biagini, Sara
2
Chen, Yunmin
2
Chien, YiLi
2
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2
Wen, Yi
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1
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Annals of finance
Economics letters
Finance and stochastics
Journal of banking & finance
Journal of mathematical economics
99
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
Journal of economic dynamics & control
80
Journal of economic theory
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of monetary economics
53
Review of economic dynamics
46
International journal of theoretical and applied finance
39
Macroeconomic dynamics
37
The review of financial studies
31
Journal of international economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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American journal of agricultural economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of institutional and theoretical economics : JITE
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ECONIS (ZBW)
124
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Complete and competitive financial markets in a complex world
Cassese, Gianluca
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 659-688
Persistent link: https://www.econbiz.de/10012665198
Saved in:
3
Competition, investment reversibility, and equity risk premium
Zhang, Zhou
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491902
Saved in:
4
Rights to retrade, free-riding and insurance requirement
Park, Jaevin
- In:
Economics letters
225
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014308620
Saved in:
5
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
6
Asset pricing with free entry and exit of firms
Kaszab, Lorant
;
Marsal, Ales
;
Rabitsch, Katrin
- In:
Economics letters
217
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013465155
Saved in:
7
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
8
Tax incidence in oligopolistic markets
Häckner, Jonas
;
Herzing, Mathias
- In:
Economics letters
213
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013442092
Saved in:
9
MIT shocks imply market incompleteness
Mukoyama, Toshihiko
- In:
Economics letters
198
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605753
Saved in:
10
Should capital be taxed?
Chen, Yunmin
;
Chien, YiLi
;
Wen, Yi
;
Yang, C. C.
- In:
Economics letters
200
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012606834
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