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A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
Acciaio, B.; Beiglböck, M.; Penkner, Friedrich; … - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 233-251
Persistent link: https://www.econbiz.de/10011577133
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Asset pricing in an imperfect world
Cassese, Gianluca - In: Economic theory : official journal of the Society for … 64 (2017) 3, pp. 539-570
Persistent link: https://www.econbiz.de/10011740670
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Hedging quantitative easing
Melia, Adrian; Song, Xiaojing; Tippett, Mark; Burg, … - In: The European journal of finance 30 (2024) 3, pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
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Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul - 1994
Persistent link: https://www.econbiz.de/10000889769
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Faktormodelle und Bewertung am deutschen Aktienmarkt
Sauer, Andreas - 1994
Persistent link: https://www.econbiz.de/10000891307
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Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen Aktienmarkt
Ulschmid, Christoph - 1994
Persistent link: https://www.econbiz.de/10000891941
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Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul - 1994
Persistent link: https://www.econbiz.de/10000895343
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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Profitable informed trading in a simple general equilibrium model of asset pricing
Dow, James; Gorton, Gary - 1993
Persistent link: https://www.econbiz.de/10000863080