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~subject:"Erwartungsnutzen"
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Search: subject:"Unvollkommener Markt"
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Erwartungsnutzen
Unvollkommener Markt
2,488
Incomplete market
2,478
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1,654
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1,648
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549
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546
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210
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Kubler, Felix
3
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic theory
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
2
Mathematics and financial economics
2
Annual review of economics
1
Applied mathematical finance
1
Computational aspects of general equilibrium theory : refutable theories of value
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of economic theory
1
International journal of theoretical and applied finance
1
International review of finance
1
Mathematical control theory and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of financial studies
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ECONIS (ZBW)
30
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1
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit
;
Ulus, Firdevs
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10012500037
Saved in:
2
On the construction of optimal payoffs
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10012285394
Saved in:
3
Incomplete market demand tests for Kreps-Porteus-Selden preferences
Kubler, Felix
;
Selden, Larry
;
Wei, Xiao
- In:
Journal of economic theory
185
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012415751
Saved in:
4
One-fund separation in incomplete markets with two assets
Won, Dongchul
- In:
Finance research letters
24
(
2018
),
pp. 168-174
Persistent link: https://www.econbiz.de/10011982563
Saved in:
5
Utility maximization in a large market
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 106-118
Persistent link: https://www.econbiz.de/10011969163
Saved in:
6
Analyzing equilibrium in incomplete markets with model uncertainty
Yoshikawa, Daisuke
- In:
International review of finance
17
(
2017
)
2
,
pp. 235-262
Persistent link: https://www.econbiz.de/10011807123
Saved in:
7
Optimal consumption and savings with stochastic income and recursive utility
Wang, Chong
;
Wang, Neng
;
Yang, Jinqiang
- In:
Journal of economic theory
165
(
2016
),
pp. 292-331
Persistent link: https://www.econbiz.de/10011650110
Saved in:
8
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
9
Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
Saved in:
10
Pricing rules and Arrow-Debreu ambiguous valuation
Araújo, Aloisio Pessoa de
;
Chateauneuf, Alain
;
Faro, …
- In:
Economic theory : official journal of the Society for …
49
(
2012
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009427140
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