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Lux, Thomas
59
Hautsch, Nikolaus
53
Caporale, Guglielmo Maria
36
Campbell, John Y.
34
Dow, James
32
Foucault, Thierry
29
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29
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28
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26
Veronesi, Pietro
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25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Subrahmanyam, Avanidhar
24
Weber, Michael
24
Shleifer, Andrei
23
Grammig, Joachim
22
Bansal, Ravi
21
Chiarella, Carl
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Gil-Alaña, Luis A.
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Stambaugh, Robert F.
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Wang, Jiang
21
Bekaert, Geert
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Alfarano, Simone
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He, Xue-zhong
19
Abel, Andrew B.
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Bollerslev, Tim
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Engle, Robert F.
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Hess, Dieter
18
Lüders, Erik
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Pesaran, M. Hashem
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Shiller, Robert J.
18
Allen, Franklin
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Hong, Harrison G.
17
Jovanovic, Boyan
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Pierdzioch, Christian
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Platen, Eckhard
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Sornette, Didier
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Kansantaloustieteen Laitos <Tampere>
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University of Exeter / Department of Economics
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NBER working paper series
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141
The review of financial studies
130
Journal of financial economics
114
Journal of banking & finance
108
Finance research letters
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Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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Journal of empirical finance
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Economics letters
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Journal of economic dynamics & control
68
International review of economics & finance : IREF
66
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61
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of financial markets
50
Applied economics
49
Applied economics letters
49
Review of quantitative finance and accounting
49
The European journal of finance
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The American economic review
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Applied financial economics
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Quantitative finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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CESifo working papers
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Journal of econometrics
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Computational economics
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Journal of accounting & economics
37
Pacific-Basin finance journal
37
SFB 649 discussion paper
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
International journal of theoretical and applied finance
36
Journal of economic behavior & organization : JEBO
36
Journal of forecasting
36
Journal of international financial markets, institutions & money
34
Discussion paper / Tinbergen Institute
33
Journal of economic theory
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
4
OLC EcoSci
1
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1
A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter
;
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
Saved in:
2
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
Saved in:
3
A suggestion for simplifying the
theory
of asset prices
Cesari, Riccardo
;
D'Adda, Carlo
- In:
Markets, money and capital : Hicksian economics for the …
,
(pp. 252-274)
.
2008
Persistent link: https://www.econbiz.de/10003827149
Saved in:
4
Stock price dynamics of China : what do the asset markets tell us about the Chinese
utility
function?
Kwan, Yum-keung
;
Dong, Jinyue
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 77-108
Persistent link: https://www.econbiz.de/10010465138
Saved in:
5
Equilibrium analysis of portfolio insurance
Grossman, Sanford J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
4
,
pp. 1379-1403
Persistent link: https://www.econbiz.de/10001209029
Saved in:
6
What happened to the
utility
functions? : Imprecise expectations of security prices
Kane, Stephen A.
- In:
International review of financial analysis
8
(
1999
)
2
,
pp. 165-175
Persistent link: https://www.econbiz.de/10001495514
Saved in:
7
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella
;
Cerqueti, Roy
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
Saved in:
8
Optimal execution of time-constrained portfolio transactions
AitSahlia, Farid
;
Sheu, Yuan-chyuan
;
Pardalos, Panos M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 95-102)
.
2008
Persistent link: https://www.econbiz.de/10003669455
Saved in:
9
Stochastically induced critical depensation and risk of stock collapse
Poudel, Diwakar
;
Sandal, Leif K.
;
Kvamsdal, Sturla Furunes
- In:
Marine resource economics
30
(
2015
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10011313703
Saved in:
10
Predictions, nonlinearities and portfolio choice : applications of artificial neural networks to German market indexes
Kruse, Friedrich Christian
-
2012
-
1. Aufl
Persistent link: https://www.econbiz.de/10009628440
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