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~isPartOf:"Mathematics and financial economics"
~subject:"General equilibrium"
~subject:"Gleichgewichtsmodell"
~type_genre:"Article in journal"
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General equilibrium
Gleichgewichtsmodell
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Portfolio selection
5
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Del Vigna, Matteo
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Dos Reis, Gonc̜alo
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Horst, Ulrich
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Jarrow, Robert A.
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Noh, Eunjung
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Mathematics and financial economics
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39
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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
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:
3
Financial market equilibria with heterogeneous agents : CAPM and market segmentation
Del Vigna, Matteo
- In:
Mathematics and financial economics
7
(
2013
)
4
,
pp. 405-429
Persistent link: https://www.econbiz.de/10009790477
Saved in:
4
On securitization, market completion and equilibrium risk transfer
Horst, Ulrich
;
Pirvu, Traian A.
;
Dos Reis, Gonc̜alo
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 211-252
Persistent link: https://www.econbiz.de/10003949928
Saved in:
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