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Trade costs, asset market frictions and risk sharing : a joint test

Fitzgerald, Doireann (contributor) - 2006

Persistent link: https://www.econbiz.de/10003756345

Trade costs, asset market frictions, and risk sharing

Fitzgerald, Doireann - In: The American economic review 102 (2012) 6, pp. 2700-2733

Persistent link: https://www.econbiz.de/10009710959

Risk minimization under transaction costs

Guasoni, Paolo - In: Finance and stochastics 6 (2002) 1, pp. 91-113

Persistent link: https://www.econbiz.de/10001643757

Fundamental theorem of asset pricing with acceptable risk in markets with frictions

Arduca, Maria; Munari, Cosimo-Andrea - In: Finance and stochastics 27 (2023) 3, pp. 831-862

Persistent link: https://www.econbiz.de/10014328991

Best-estimates in bond markets with reinvestment risk

MacKay, Anne; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 3, pp. 250-276

The concept of best-estimate, prescribed by regulators to value insurance liabilities for accounting and solvency purposes, has recently been discussed extensively in the industry and related academic literature. To differentiate hedgeable and non-hedgeable risks in a general case, recent...

Persistent link: https://www.econbiz.de/10011300314