Narrow search
Showing 1 - 10 of 13,623
Cover Image
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés - In: Economic theory : official journal of the Society for … 66 (2018) 4, pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
Cover Image
Creation and valuation of instruments compensating lower share prices with the help of black-scholes formula
Zaremba, Leszek - In: Foundations of Management : the journal of Warsaw … 9 (2017) 1, pp. 25-32
In this paper, we present a 1-period model of the Polish financial market from the view point of KGHM, the Polish largest listed company that suffered huge declines in share prices from 125 PLN in August 2015 to 60 PLN in January 2015. Our goal is to show how KGHM might create a portfolio (with...
Persistent link: https://www.econbiz.de/10011856225
Cover Image
Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul - 1994
Persistent link: https://www.econbiz.de/10000889769
Cover Image
Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul - 1994
Persistent link: https://www.econbiz.de/10000895343
Cover Image
Asset pricing puzzles and incomplete markets
Telmer, Chris I. - 1991 - rev.
Persistent link: https://www.econbiz.de/10000129416
Cover Image
Three essays in financial economics
Ukhov, Andrey - 2003
Persistent link: https://www.econbiz.de/10003379200
Cover Image
Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
Cover Image
Market clearing, utility functions, and securities prices
Raimondo, Roberto C. - In: Economic theory : official journal of the Society for … 25 (2005) 2, pp. 265-285
Persistent link: https://www.econbiz.de/10002595487
Cover Image
Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Christensen, Peter Ove; Munk, Claus - In: Journal of economic theory 147 (2012) 3, pp. 1035-1063
Persistent link: https://www.econbiz.de/10009626734
Cover Image
New return anomalies and new-Keynesian ICAPM
Cho, Sungjun - In: International review of financial analysis 29 (2013), pp. 87-106
Persistent link: https://www.econbiz.de/10010244124