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Private equity premium and aggregate uncertainty in a model of uninsurable investment risk

Covas, Francisco; Fujita, Shigeru - In: The B.E. journal of macroeconomics 11 (2011) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10009577908

Dynamic hedging in incomplete markets : a simple solution

Başak, Suleyman; Chabakauri, Georgy - 2011

Persistent link: https://www.econbiz.de/10009152277

Dynamic hedging in incomplete markets : a simple solution

Başak, Suleyman; Chabakauri, Georgy - 2011

Persistent link: https://www.econbiz.de/10009155906

Consumption selection on incomplete markets

Krsnik, Simon - 2011

Persistent link: https://www.econbiz.de/10009230459

Distribution of wealth and incomplete markets : theory and empirical evidence

Fiaschi, Davide; Marsili, Matteo - In: Journal of economic behavior & organization : JEBO 81 (2012) 1, pp. 243-267

Persistent link: https://www.econbiz.de/10009505566

Neutral and indifference portfolio pricing, hedging and investing : with applications in equity and FX

Stojanovic, Srdjan - 2011

1. Background material -- 2. Simple economics: complete and incomplete markets -- 3. Investment portfolio optimization -- 4. Pricing: neutral and indifferences -- 5. Hedging -- 6. Equity valuation and investing: continuous-time accounting -- 7. FX rates and FX derivatives