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On testing for financial market equilibrium under asymmetric information
Nöldeke, Georg - In: Journal of political economy 105 (1997) 5, pp. 1107-1113
Persistent link: https://www.econbiz.de/10001228638
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Equilibria in incomplete financial markets with portfolio constraints and transaction costs
De Waegenaere, Anja - 1994
Persistent link: https://www.econbiz.de/10000889938
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Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2014
Persistent link: https://www.econbiz.de/10010380069
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Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2014
Persistent link: https://www.econbiz.de/10010394652
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Portfolio dominance and optimality in infinite security markets
Aliprantis, Charalambos D. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000946127
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Portfolio dominance and optimality in infinite security markets
Aliprantis, Charalambos D. (contributor) - In: Journal of mathematical economics 30 (1998) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10001418023
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Large shareholder activism, risk sharing, and financial market equilibrium
Admati, Anat R. - In: Journal of political economy 102 (1994) 6, pp. 1097-1130
Persistent link: https://www.econbiz.de/10001175829
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Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist
Baye, Michael R. - In: Journal of economics 59 (1994) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10001167139
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Trading on sunspots
Jovanovic, Boyan; Tsyrennikov, Viktor - In: American economic review 112 (2022) 12, pp. 3970-3994
Persistent link: https://www.econbiz.de/10014229440
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690