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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
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External capital market frictions, corporate governance, and tax avoidance : evidence from the TED spread
Aparicio, Karen; Kim, Ryoonhee - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472226
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Rational expectations equilibrium with transaction costs in financial markets
Chong, Zhiwei - In: Finance research letters 9 (2012) 2, pp. 73-80
Persistent link: https://www.econbiz.de/10009615898
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Attainability of European path-independent claims in incomplete markets
Branger, Nicole; Esser, Angelika; Schlag, Christian - In: Finance research letters 1 (2004) 3, pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
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Weakening the Gain-Loss-Ratio measure to make it stronger
Voelzke, Jan - In: Finance research letters 12 (2015), pp. 58-66
Persistent link: https://www.econbiz.de/10011552245
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Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel - In: Finance research letters 15 (2015), pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
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Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro; Yamawake, Toshiyuki - In: Finance research letters 28 (2019), pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann - In: Finance research letters 21 (2017), pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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Revisiting CAPM betas in an incomplete market : evidence from the Korean stock market
Hur, Seok-kyun; Chung, Chune Young - In: Finance research letters 21 (2017), pp. 241-248
Persistent link: https://www.econbiz.de/10011807796