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111
Robust portfolio choice and indifference valuation
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1109-1141
Persistent link: https://www.econbiz.de/10010462159
Saved in:
112
Portfolio optimization and martingale measures
Schäl, Manfred
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10002177751
Saved in:
113
Are bank capital ratios too high or too low? : Incomplete markets and optimal capital structure
Gale, Douglas
;
Özgür, Onur
- In:
Journal of the European Economic Association
3
(
2005
)
2/3
,
pp. 690-700
Persistent link: https://www.econbiz.de/10003018042
Saved in:
114
Are bank capital ratios too high or too low? : Risk aversion, incomplete markets, and optimal capital structure
Gale, Douglas
(
contributor
);
Özgür, Onur
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002962028
Saved in:
115
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
116
Asset pricing in open economies with imcomplete markets : implications for foreign currency returns
Ramchand, Latha
- In:
Journal of international money and finance
18
(
1999
)
6
,
pp. 871-890
Persistent link: https://www.econbiz.de/10001429197
Saved in:
117
Real options with constant relative risk aversion
Henderson, Vicky
;
Hobson, David G.
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10001703408
Saved in:
118
Stabilization policy in an open economy
Andersen, Torben M.
;
Holden, Steinar
- In:
Journal of macroeconomics
24
(
2002
)
3
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001704686
Saved in:
119
Investment strategies for HARA utility function : a general algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717456
Saved in:
120
Tests for the role of risk aversion on input use
Roosen, Jutta
;
Hennessy, David A.
- In:
American journal of agricultural economics
85
(
2003
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10001738527
Saved in:
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