Similar Search Results

Eisenberger, Roselies - 1996

Persistent link: https://www.econbiz.de/10012939292

The neural inhibition of learning increases asset market bubbles : experimental evidence

Efremidze, Levan; Sarraf, George; Miotto, Karen; Zak, … - In: The journal of behavioral finance : a publication of … 18 (2017) 1, pp. 114-124

Persistent link: https://www.econbiz.de/10012008628

Does round-the-clock trading result in Pareto improvements?

Spiegel, Matthew; Subrahmanyam, Avanidhar - 1993

Persistent link: https://www.econbiz.de/10000859597

The relation between utility and the price of equity

Epstein, Larry G. - 1988

Persistent link: https://www.econbiz.de/10000124833

A model for a large investor trading at market indifference prices : I: single-period case

Bank, Peter; Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 2, pp. 449-472

Persistent link: https://www.econbiz.de/10011418186

Malliavin's calculus in insider models : additional utility and free lunches

Imkeller, Peter - 2002

we focus on are the calculation of the additional utility of the insider and a study of his free lunch possibilities. The … examples are given to illustrate additional utility and free lunch possibilities. In particular, if the insider has advance …

Persistent link: https://www.econbiz.de/10009620768

Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility

Meyer, Bernd - 1996

Carlo simulations. Preferences are modeled by time-additive expected utility and, alternatively, by recursive non …-expected utility. The empirical results for the period 1960 to 1994 confirm those for the U.S. and favour the use of recursive non …-expected utility which clearly distinguishes between risk preference and time preference. The leverage approach yields the first moment …

Persistent link: https://www.econbiz.de/10009681108

Malliavin's calculus in insider models : additional utility and free lunches

Imkeller, Peter - 2002

Persistent link: https://www.econbiz.de/10001666561

Malliavin's calculus in insider models : additional utility and free lunches

Imkeller, Peter - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 153-169

Persistent link: https://www.econbiz.de/10001765669

Asset pricing implications of a non-expected recursive utility function : a review

Cho, Jaeho - In: International review of financial analysis 3 (1994) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10001174392

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