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Consumption and portfolio optimisation at the end of the life-cycle
Schiess, David (contributor) - 2007
Persistent link: https://www.econbiz.de/10003717538
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Optimal liquidation of a pairs trade
Ekström, Erik; Lindberg, Carl; Tysk, Johan - In: Advanced mathematical methods for finance, (pp. 247-255). 2011
Persistent link: https://www.econbiz.de/10008991288
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Currency portfolios and currency exchange in a search economy
Craig, Ben R.; Waller, Christopher - 2001
We develop a dual currency search model to study equilibrium currency exchange and the determination of nominal exchange rates. Agents hold portfolios consisting of two distinct currencies. We study equilibria in which the two currencies are identical and equilibria in which the two currencies...
Persistent link: https://www.econbiz.de/10011419415
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Currency portfolios and currency exchange in a search economy
Craig, Ben R.; Waller, Christopher - 2001
We develop a dual currency search model to study equilibrium currency exchange and the determination of nominal exchange rates. Agents hold portfolios consisting of two distinct currencies. We study equilibria in which the two currencies are identical and equilibria in which the two currencies...
Persistent link: https://www.econbiz.de/10001630280
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Zeitorientierte Portfolio-Optimierung
Balzer, Thomas - 2001 - Aktualisierte Fassung ...
Persistent link: https://www.econbiz.de/10001585955
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Dollarization and currency exchange
Craig, Ben R.; Waller, Christopher - In: Journal of monetary economics 51 (2004) 4, pp. 671-689
Persistent link: https://www.econbiz.de/10002058810
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Currency portfolios and nominal exchange rates in a dual currency search economy
Craig, Ben R.; Waller, Christopher - 1999
Persistent link: https://www.econbiz.de/10001474249
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Information, liquidity, and asset trading in a random matching game
Hopenhayn, Hugo Andrés - In: Journal of economic theory 68 (1996) 2, pp. 349-379
Persistent link: https://www.econbiz.de/10001197290
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Ein linearer Programmierungsansatz zur Lösung von Stopp- und Steuerungsproblemen
Röhl, Stefan - 2001
Persistent link: https://www.econbiz.de/10001589417
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Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 15 (2011) 4, pp. 785-818
Persistent link: https://www.econbiz.de/10009423263