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Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints
Back, Kerry; Pliska, Stanley R. - 1986
Persistent link: https://www.econbiz.de/10012235515
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Discrete versus continuous trading in securities markets with net worth constraints
Back, Kerry E.; Pliska, Stanley R. - 1986
Persistent link: https://www.econbiz.de/10000996046
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Continuity of the Fenchel transform of convex functions
Back, Kerry E. - 1984 - Rev
Persistent link: https://www.econbiz.de/10000708923
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Existence of equilibria in economies with subsistence requirements and infinitely many commodities
Back, Kerry E. - 1984
Persistent link: https://www.econbiz.de/10000709239
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Portfolio turnpikes
Dybvig, Philip H.; Rogers, Leonard C. G.; Back, Kerry E. - In: The review of financial studies 12 (1999) 1, pp. 165-195
Persistent link: https://www.econbiz.de/10001353476
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Auctions of divisible goods : on the rationale for the treasury experiment
Back, Kerry E. - In: The review of financial studies 6 (1993) 4, pp. 733-764
Persistent link: https://www.econbiz.de/10001159895
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Implied probabilities in GMM estimators
Back, Kerry E. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 971-975
Persistent link: https://www.econbiz.de/10001147098
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On the fundamental theorem of asset pricing with an infinite state space
Back, Kerry E. - In: Journal of mathematical economics 20 (1991) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001107840
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Essays in asset pricing and portfolio choice
Back, Kerry (contributor) - 2007
In the first essay, I decompose inflation risk into (i) a part that is correlated with real returns on the market portfolio and factors that determine investor’s preferences and investment opportunities and (ii) a residual part. I show that only the first part earns a risk premium. All...
Persistent link: https://www.econbiz.de/10009465002
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Asset pricing and portfolio choice theory
Back, Kerry E. - 2017 - Second edition
Persistent link: https://www.econbiz.de/10011452259