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On non-ergodic asset prices
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Journal of mathematical economics
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Learning in linear models with expectational leads
Wenzelburger, Jan
- In:
Journal of mathematical economics
42
(
2006
)
7/8
,
pp. 854-884
Persistent link: https://www.econbiz.de/10003392521
Saved in:
2
The impact of multiperiod planning horizons on portfolios and asset in a dynamic CAPM
Hillebrand, Marten
;
Wenzelburger, Jan
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 565-593
Persistent link: https://www.econbiz.de/10003376542
Saved in:
3
Equilibria in the CAPM with non-tradeable endowments
Koch Medina, Pablo
;
Wenzelburger, Jan
- In:
Journal of mathematical economics
75
(
2018
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012104032
Saved in:
4
A limit theorem for systems of social interactions
Horst, Ulrich
;
Scheinkman, José Alexandre
- In:
Journal of mathematical economics
45
(
2009
)
9/10
,
pp. 609-623
Persistent link: https://www.econbiz.de/10003928553
Saved in:
5
Sender-receiver games with cooperation
Forges, Françoise
;
Horst, Ulrich
- In:
Journal of mathematical economics
76
(
2018
),
pp. 52-61
Persistent link: https://www.econbiz.de/10012105395
Saved in:
6
Learning in linear models with expectational leads
Wenzelburger, Jan
- In:
Journal of mathematical economics
42
(
2006
)
7
,
pp. 854-884
Persistent link: https://www.econbiz.de/10007376553
Saved in:
7
The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
Hillebrand, Marten
;
Wenzelburger, Jan
- In:
Journal of mathematical economics
42
(
2006
)
4
,
pp. 565-593
Persistent link: https://www.econbiz.de/10007281992
Saved in:
8
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
Föllmer, Hans
;
Horst, Ulrich
;
Kirman, Alan
- In:
Journal of mathematical economics
41
(
2005
)
1-2
,
pp. 123-156
Persistent link: https://www.econbiz.de/10006017941
Saved in:
9
Equilibria in financial markets with heterogeneous agents : a probabilistic perspective
Föllmer, Hans
;
Horst, Ulrich
;
Kirman, Alan P.
- In:
Journal of mathematical economics
41
(
2005
)
1/2
,
pp. 123-155
Persistent link: https://www.econbiz.de/10002643219
Saved in:
10
A limit theorem for systems of social interactions
Horst, Ulrich
;
Scheinkman, José A.
- In:
Journal of mathematical economics
45
(
2009
)
9
,
pp. 609-623
Persistent link: https://www.econbiz.de/10008318827
Saved in:
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