Narrow search
Showing 11 - 20 of 1,701
Cover Image
Structure of consumption sets and existence of equilibria in infinite-dimensional spaces
Back, Kerry E. - In: Journal of mathematical economics 17 (1988) 1, pp. 89-99
Persistent link: https://www.econbiz.de/10001065584
Cover Image
Asymmetric information and options
Back, Kerry E. - In: The review of financial studies 6 (1993) 3, pp. 435-472
Persistent link: https://www.econbiz.de/10001159890
Cover Image
Concepts of similarity for utility functions
Back, Kerry E. - In: Journal of mathematical economics 15 (1986) 2, pp. 129-142
Persistent link: https://www.econbiz.de/10001025262
Cover Image
A compact space of transitive locally non-satiated preference relations
Back, Kerry E. - In: Economics letters 3 (1987), pp. 253-256
Persistent link: https://www.econbiz.de/10001032395
Cover Image
A characterization of the coskewness-cokurtosis pricing model
Back, Kerry E. - In: Economics letters 125 (2014) 2, pp. 219-222
Persistent link: https://www.econbiz.de/10010505382
Cover Image
Insider trading in continuous time
Back, Kerry E. - In: The review of financial studies 5 (1992) 3, pp. 387-409
Persistent link: https://www.econbiz.de/10001129386
Cover Image
Incomplete and asymmetric information in asset pricing theory
Back, Kerry E. - In: Stochastic methods in finance : lectures given at the …, (pp. 1-25). 2004
Persistent link: https://www.econbiz.de/10002526402
Cover Image
Martingale pricing
Back, Kerry - In: Annual review of financial economics 2 (2010), pp. 235-250
Persistent link: https://www.econbiz.de/10008797777
Cover Image
Asset Pricing and Portfolio Choice Theory
Back, Kerry - Oxford University Press
This book is intended as a textbook for Ph.D. students in finance and as a reference book for academics. It is written at an introductory level but includes detailed proofs and calculations as section appendices. It covers the classical results on single-period, discrete-time, and...
Persistent link: https://www.econbiz.de/10008921185
Cover Image
Strategic Liquidity Provision in Limit Order Markets
Back, Kerry; Baruch, Shmuel - In: Econometrica 81 (2013) 1, pp. 363-392
Persistent link: https://www.econbiz.de/10010692325