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The structure of equilibrium in an asset market with variable supply
Nermuth, Manfred (contributor) - 2008
Persistent link: https://www.econbiz.de/10003812526
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Strategies of survival in dynamic asset market games
Amir, Rabah; Evstigneev, Igor V.; Xu, Le - 2008
The paper examines a game-theoretic evolutionary model of a financial market with endogenous equilibrium asset prices. Assets pay dividends that are partially consumed and partially reinvested. The traders use general, adaptive strategies (portfolio rules), distributing their wealth between...
Persistent link: https://www.econbiz.de/10003966195
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Asset pricing with status risk
Krasny, Yoel - In: The quarterly journal of finance 1 (2011) 3, pp. 495-549
Persistent link: https://www.econbiz.de/10009419264
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Strategic analysis of risk-shifting incentives with convertible debt
François, Pascal; Hübner, Georges; Papageorgiou, Nicolas - In: The quarterly journal of finance 1 (2011) 2, pp. 293-321
Persistent link: https://www.econbiz.de/10009309748
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Transfers and bequests : a portfolio analysis in a nash game
Chang, Yang-ming - In: Annals of finance 3 (2007) 2, pp. 277-295
Persistent link: https://www.econbiz.de/10003425366
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Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
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Portfolio selection auf der Grundlage symmetrischer und asymmetrischer Risikomaße
Serf, Bernd - 1995
Persistent link: https://www.econbiz.de/10000541122
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Investment principles
Johnson, Timothy E. - 1978
Persistent link: https://www.econbiz.de/10000541354
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Interest rate differential, exchange rate expectations and capital mobility : Norwegian evidence
Vikøren, Birger M. - 1994
Persistent link: https://www.econbiz.de/10000543784