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Risk Aversion and Equilibrium...
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Malamud, Semyon
8
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4
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3
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Optimal risk-sharing with effort and project choice
Cadenillas, Abel
;
Cvitanić, Jakša
;
Zapatero, Fernando
- In:
Journal of economic theory
133
(
2007
),
pp. 403-440
Persistent link: https://www.econbiz.de/10007771663
Saved in:
2
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1649
Persistent link: https://www.econbiz.de/10007995563
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3
Co-development ventures: Optimal time of entry and profit-sharing
Cvitanić, Jakša
;
Radas, Sonja
;
Šikić, Hrvoje
- In:
Journal of economic dynamics & control
35
(
2011
)
10
,
pp. 1710-1731
Persistent link: https://www.econbiz.de/10009328863
Saved in:
4
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1650
Persistent link: https://www.econbiz.de/10008883615
Saved in:
5
Information Percolation With Equilibrium Search Dynamics
Duffie, Darrell
;
Malamud, Semyon
;
Manso, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1513-1574
Persistent link: https://www.econbiz.de/10008318915
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6
Price impact and portfolio impact
Cvitanić, Jaksa
;
Malamud, Semyon
- In:
Journal of financial economics
100
(
2011
)
1
,
pp. 201-226
Persistent link: https://www.econbiz.de/10008818893
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7
The relative contributions of private information sharing and public information releases to information aggregation
Duffie, Darrell
;
Malamud, Semyon
;
Manso, Gustavo
- In:
Journal of economic theory
145
(
2010
)
4
,
pp. 1574-1602
Persistent link: https://www.econbiz.de/10008422699
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8
Universal bounds for asset prices in heterogeneous economies
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 411-422
Persistent link: https://www.econbiz.de/10008221082
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9
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10008221305
Saved in:
10
Relative extinction of heterogeneous agents
Cvitanic, Jaksa
;
Malamud, Semyon
- In:
The B.E. journal of theoretical economics
10
(
2010
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010007677
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