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Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 487-521
Persistent link: https://www.econbiz.de/10003882796
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Put-Call Parity and market frictions
Cerreia-Vioglio, S.; Maccheroni, Fabio; Marinacci, Massimo - In: Journal of economic theory 157 (2015), pp. 730-762
Persistent link: https://www.econbiz.de/10011525337
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Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo; Severino, Federico - In: Finance and stochastics 22 (2018) 4, pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
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Weak time-derivatives and no arbitrage pricing
Marinacci, Massimo; Severino, Federico - 2017 - This version: December, 2017
Persistent link: https://www.econbiz.de/10011805855
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A market foundation for conditional asset pricing
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2015 - This version: December, 2015
Persistent link: https://www.econbiz.de/10011806084
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Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; … - 2008
Persistent link: https://www.econbiz.de/10013443438