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~subject:"Unvollkommener Markt"
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w-MPS Risk Aversion and the CA...
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Unvollkommener Markt
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Boyle, Phelim P.
3
Ma, Chenghu
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Wang, Tan
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Tian, Weidong
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Zhang, Jiankang
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of financial studies
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ECONIS (ZBW)
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w-MPS risk aversion and the CAPM
Boyle, Phelim P.
;
Ma, Chenghu
- In:
Theoretical economics letters
3
(
2013
)
6
,
pp. 306-316
Persistent link: https://www.econbiz.de/10010257467
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2
p-Weakly constrained Pareto efficiency and aggregation in incomplete markets
Ma, Chenghu
;
Zhang, Jiankang
- In:
Social choice and welfare
41
(
2013
)
3
,
pp. 605-623
Persistent link: https://www.econbiz.de/10010205230
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3
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
4
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
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