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The maximum entropy distribution of an asset inferred from option prices
Buchen, Peter W. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 143-159
Persistent link: https://www.econbiz.de/10001208197
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Crash risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
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New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
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Capital market imperfections and the sensitivity of investment to stock prices
Ovtchinnikov, Alexei V.; McConnell, John J. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 551-578
Persistent link: https://www.econbiz.de/10003887368
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Dynamic general equilibrium and T-period fund separation
Gerber, Anke; Hens, Thorsten; Wöhrmann, Peter - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 369-400
Persistent link: https://www.econbiz.de/10003990695
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Rare event risk and heterogeneous beliefs : the case of incomplete markets
Dieckmann, Stephan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 459-488
Persistent link: https://www.econbiz.de/10009153200
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Equilibrium pricing incomplete markets
Bizid, Abdelhamid; Jouini, Elyès - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 833-848
Persistent link: https://www.econbiz.de/10003242816
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Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
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Measuring rents and interest rate risk in imperfect financial markets : the case of retail bank deposits
Hutchison, David E. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 3, pp. 399-417
Persistent link: https://www.econbiz.de/10001218974