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Business-cycle pattern of asset returns: a general equilibrium explanation
Kang, Qiang - In: Annals of finance 15 (2019) 4, pp. 539-561
Persistent link: https://www.econbiz.de/10012240182
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Demand shocks and market manipulation
Pinheiro, Marcelo - In: Annals of finance 4 (2008) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10003714669
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Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Annals of finance 4 (2008) 3, pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
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Valuation before and after tax in the discrete time, finite state no arbitrage model
Jensen, Bjarne Astrup - In: Annals of finance 5 (2009) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10003775314
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Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.; Evstigneev, Igor V.; Taksar, M. I. - In: Annals of finance 2 (2006) 4, pp. 327-355
Persistent link: https://www.econbiz.de/10003379686
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Correlation and the pricing of risks
Atlan, Marc; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Annals of finance 3 (2007) 4, pp. 411-453
Persistent link: https://www.econbiz.de/10003529804
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On the positive fundamental value of money with short-sale constraints
Giménez, Eduardo L. - In: Annals of finance 3 (2007) 4, pp. 455-469
Persistent link: https://www.econbiz.de/10003529807
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The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo; Rásonyi, Miklós; Schachermayer, Walter - In: Annals of finance 6 (2010) 2, pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
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The two-fund separation theorem revisited
Wenzelburger, Jan - In: Annals of finance 6 (2010) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10003941216
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Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo - In: Annals of finance 6 (2010) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10003941217