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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
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Risk aversion and the elasticity of substitution in general dynamic portfolio theory : consistent planning by forward looking, expected utility maximizing investors
Kihlstrom, Richard E. - In: Journal of mathematical economics 45 (2009) 9/10, pp. 634-663
Persistent link: https://www.econbiz.de/10003928564
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The asset market game
Alós-Ferrer, Carlos; Ania, Ana B. - In: Journal of mathematical economics 41 (2005) 1/2, pp. 67-90
Persistent link: https://www.econbiz.de/10002643161
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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - In: Journal of mathematical economics 33 (2000) 3, pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
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On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market
Loewenstein, Mark A. - In: Journal of mathematical economics 33 (2000) 2, pp. 209-228
Persistent link: https://www.econbiz.de/10001450140
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Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor V.; Hens, Thorsten; Potapova, Valeriya; … - In: Journal of mathematical economics 91 (2020), pp. 121-135
Persistent link: https://www.econbiz.de/10012801334
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Portfolio constraints, differences in beliefs and bubbles
Bidian, Florin - In: Journal of mathematical economics 61 (2015), pp. 317-326
Persistent link: https://www.econbiz.de/10011573911
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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
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Nonmonotonic Choquet integrals
De Waegenaere, Anja; Wakker, Peter P. - In: Journal of mathematical economics 36 (2001) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10001597762
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Explicit characterizations of financial prices with history-dependent utility
Haug, Jørgen - In: Journal of mathematical economics 36 (2001) 4, pp. 337-356
Persistent link: https://www.econbiz.de/10001655427