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Connectedness versus diversification : two sides of the same coin
Torrente, Maria-Laura; Uberti, Pierpaolo - In: Mathematics and financial economics 15 (2021) 3, pp. 639-655
Persistent link: https://www.econbiz.de/10012586211
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Diversification, protection of liability holders and regulatory arbitrage
Koch Medina, Pablo; Munari, Cosimo-Andrea; Ṥikić, Mario - In: Mathematics and financial economics 11 (2017) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10011900516
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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 securitization of credit portfolios via impulse control
Frey, Rüdiger; Seydel, Roland C. - In: Mathematics and financial economics 4 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10008807103
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Investors' preference for a positive tax rate depends on the level of the interest rate
Buescu, Cristin; Cadenillas, Abel - In: Mathematics and financial economics 1 (2007) 2, pp. 163-180
Persistent link: https://www.econbiz.de/10003591562
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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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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