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ECONIS (ZBW)
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1
Existence of a Radner equilibrium in a model with transaction costs
Weston, Kim
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10011963878
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2
Continuous adjustments and Smale's non-tâtonnement processes
Yuan, Chaowen
;
Hosoya, Yuhki
- In:
Journal of mathematical economics
100
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013367173
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3
General economic equilibrium with financial markets and retainability
Jofré, Alejandro
;
Rockafellar, Ralph Tyrrell
;
Wets, …
- In:
Economic theory : official journal of the Society for …
63
(
2017
)
1
,
pp. 309-345
Persistent link: https://www.econbiz.de/10011723555
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4
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
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5
An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
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6
An incomplete equilibrium with a stochastic annuity
Weston, Kim
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10012253358
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7
On aggregation and representative agent equilibria
Jarrow, Robert A.
;
Larsson, Martin
- In:
Journal of mathematical economics
74
(
2018
),
pp. 119-127
Persistent link: https://www.econbiz.de/10012103981
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8
Price impact in Nash equilibria
Chen, Xiao
;
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 305-340
Persistent link: https://www.econbiz.de/10014253641
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9
Equilibrium asset pricing with transaction costs
Herdegen, Martin
;
Muhle-Karbe, Johannes
;
Possamaï, Dylan
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 231-275
Persistent link: https://www.econbiz.de/10012499683
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10
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
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