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Unsticking the flypaper effect in an uncertain world

Végh, Carlos A.; Vuletin, Guillermo - In: Journal of public economics 131 (2015), pp. 142-155

Persistent link: https://www.econbiz.de/10011433665

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

Optimal investment and price dependence in a semi-static market

Siorpaes, Pietro - In: Finance and stochastics 19 (2015) 1, pp. 161-187

Persistent link: https://www.econbiz.de/10011417148

Non-concave utility maximisation on the positive real axis in discrete time

Carassus, Laurence; Rásonyi, Miklós; Rodrigues, Andrea M. - In: Mathematics and financial economics 9 (2015) 4, pp. 325-349

Persistent link: https://www.econbiz.de/10011378104

Portfolio and welfare consequences of debt market dominance

Stepanchuk, Serhiy; Tsyrennikov, Viktor - In: Journal of monetary economics 74 (2015), pp. 89-101

Persistent link: https://www.econbiz.de/10011381765

Debt collateralization and maximal leverage

Gong, Feixue; Phelan, Gregory - 2015

Persistent link: https://www.econbiz.de/10011333092

A method for solving general equilibrium models with incomplete markets and many financial assets

Evans, Martin D. D.; Hnatkovska, Viktoria - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1909-1930

Persistent link: https://www.econbiz.de/10009701907

Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk

Kraft, Holger; Seiferling, Thomas; Seifried, Frank Thomas - 2014 - First version: March 6, 2014; this version: June 1, 2014

We study consumption-portfolio and asset pricing frameworks with recursive preferences and unspanned risk. We show that in both cases, portfolio choice and asset pricing, the value function of the investor/representative agent can be characterized by a specific semilinear partial differential...

Persistent link: https://www.econbiz.de/10010359861

Abstract, classic, and explicit turnpikes

Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; … - In: Finance and stochastics 18 (2014) 1, pp. 75-114

Persistent link: https://www.econbiz.de/10010235457

Assessing the risks of trading strategies using acceptability indices

Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 3 (2013) 4, pp. 465-475

Persistent link: https://www.econbiz.de/10010240790

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