Similar Search Results

Continuity of the Fenchel Transform of Convex Functions

Back, Kerry - Center for Mathematical Studies in Economics and … - 1983

Persistent link: https://www.econbiz.de/10005252328

Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces

Back, Kerry - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005252367

The Shadow Price of Information in Continuous Time Decision Problems

Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005824541

Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property

Back, Kerry - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005824742

On Neighboring Consumers

Back, Kerry - Center for Mathematical Studies in Economics and … - 1985

Persistent link: https://www.econbiz.de/10005766791

Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints

Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986

Persistent link: https://www.econbiz.de/10005588741

Essays in asset pricing and portfolio choice

Back, Kerry (contributor) - 2007

In the ﬁrst essay, I decompose inﬂation risk into (i) a part that is correlated with real returns on the market portfolio and factors that determine investor’s preferences and investment opportunities and (ii) a residual part. I show that only the ﬁrst part earns a risk premium. All...

Persistent link: https://www.econbiz.de/10009465002

Continuous and Hypograph Convergence of Utilities

Back, Kerry - 1983

Persistent link: https://www.econbiz.de/10012235373

Continuity of the Fenchel Transform of Convex Functions

Back, Kerry - 1983

Persistent link: https://www.econbiz.de/10012235446

Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces

Back, Kerry - 1986

Persistent link: https://www.econbiz.de/10012235448

1
2
3
4
5
6
7
8
9
10
Next
Last