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Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.; Protter, Philip E. - In: Mathematics and financial economics 10 (2016) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
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Safety-first portfolio selection
Chiu, Wan-Yi - In: Mathematics and financial economics 15 (2021) 3, pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
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A financial market with singular drift and no arbitrage
Agram, Nacira; Øksendal, Bernt K. - In: Mathematics and financial economics 15 (2021) 3, pp. 477-500
Persistent link: https://www.econbiz.de/10012586178
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No arbitrage in continuous financial markets
Criens, David - In: Mathematics and financial economics 14 (2020) 3, pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
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Arbitrage and utility maximization in market models with an insider
Chau, Huy N.; Runggaldier, Wolfgang J.; Tankov, Peter - In: Mathematics and financial economics 12 (2018) 4, pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
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Option spanning beyond Lp-models
Gao, N.; Xanthos, F. - In: Mathematics and financial economics 11 (2017) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10011900573
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The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid; Makarov, Igor; Uppal, Raman - In: Mathematics and financial economics 1 (2007) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003576938
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A financial market with interacting investors : does an equilibrium exist?
Frei, Christoph; Reis, Gonçalo dos - In: Mathematics and financial economics 4 (2011) 3, pp. 161-182
Persistent link: https://www.econbiz.de/10009152552
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On volatility smile and an investment strategy with out-of-the-money calls
Talponen, Jarno - In: Mathematics and financial economics 10 (2016) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
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Liquidity risk and the term structure of interest rates
Jarrow, Robert A.; Roch, Alexandre F. - In: Mathematics and financial economics 9 (2015) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10010500696