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Investment and consumption without commitment
Ekeland, Ivar; Pirvu, Traian A. - In: Mathematics and financial economics 2 (2008) 1, pp. 57-86
Persistent link: https://www.econbiz.de/10003880879
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Optimal investment with inside information and parameter uncertainty
Danilova, Albina; Monoyios, Michael; Ng, Andrew - In: Mathematics and financial economics 3 (2010) 1, pp. 13-38
Persistent link: https://www.econbiz.de/10003978398
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On securitization, market completion and equilibrium risk transfer
Horst, Ulrich; Pirvu, Traian A.; Dos Reis, Gonc̜alo - In: Mathematics and financial economics 2 (2010) 4, pp. 211-252
Persistent link: https://www.econbiz.de/10003949928
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Static portfolio choice under Cumulative Prospect Theory
Bernard, Carole; Ghossoub, Mario - In: Mathematics and financial economics 2 (2010) 4, pp. 277-306
Persistent link: https://www.econbiz.de/10003949938
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Optimal portfolios of a small investor in a limit order market : a shadow price approach
Kühn, Christoph; Stroh, Maximilian - In: Mathematics and financial economics 3 (2010) 2, pp. 45-72
Persistent link: https://www.econbiz.de/10003983165
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Leverage management
Wang, Hefei; Wang, Chenyang - In: Mathematics and financial economics 3 (2010) 3/4, pp. 161-183
Persistent link: https://www.econbiz.de/10008659798
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On efficient portfolio selection using convex risk measures
Kountzakis, Christos E. - In: Mathematics and financial economics 4 (2011) 3, pp. 223-252
Persistent link: https://www.econbiz.de/10009152819
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Dual representation of superhedging costs in illiquid markets
Pennanen, Teemu - In: Mathematics and financial economics 5 (2011) 4, pp. 233-248
Persistent link: https://www.econbiz.de/10009549054
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Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - In: Mathematics and financial economics 5 (2011) 3, pp. 185-202
Persistent link: https://www.econbiz.de/10009521742
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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert-Holtz, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101