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Minimum-cost portfolio insurance
Aliprantis, C.D.; Brown, D.J.; Werner, J. - In: Journal of economic dynamics & control 24 (2000) 11, pp. 1703-1720
Persistent link: https://www.econbiz.de/10006778760
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Portfolio Dominance and Optimality in Infinite Securities Markets
Aliprantis, C. D.; Brown, D. J.; Polyrakis, I.A.; Werner, J. - California Institute of Technology, Division of the … - 1996
Persistent link: https://www.econbiz.de/10005482085
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Arbitrage and Existence of Equilibrium in Finite Asset Markets.
Brown, D.J.; Werner, J. - Stanford Institute for Theoretical Economics (SITE), … - 1992
Persistent link: https://www.econbiz.de/10005646878
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Coherent risk measures in general economic models and price bubbles
Kountzakis, C.; Polyrakis, I.A. - In: Journal of mathematical economics 49 (2013) 3, pp. 201-209
Persistent link: https://www.econbiz.de/10010112162
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Coherent risk measures in general economic models and price bubbles
Kountzakis, C.; Polyrakis, I.A. - In: Journal of Mathematical Economics 49 (2013) 3, pp. 201-209
In this article we study coherent risk measures in general economic models where the set of financial positions is an ordered Banach space E and the safe asset an order unit x0 of E. First we study some properties of risk measures. We show that the set of normalized (with respect to x0) price...
Persistent link: https://www.econbiz.de/10011065464
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Consumer attitudes and market segmentation, the case of the German apple market
Werner, J. - In: Papers presented at the 21st International …, (pp. 141-151). 1982
Persistent link: https://www.econbiz.de/10002981106
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Does taking the good with the bad make things worse? : how abusive supervision and leader-member exchange interact to impact need satisfaction and organizational deviance
Lian, Huiwen; Ferris, D. Lance; Brown, Douglas J. - In: Organizational behavior and human decision processes : … 117 (2012) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10009503855
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Distel charismatic leadership and follower effects : an examination of Conger and Kanungo's conceptualization of charisma in China
Lian, Huiwen; Brown, Douglas J.; Tanzer, Norbert K..; … - In: Leadership 7 (2011) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10009308032
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Ostracism, self-esteem, and job performance : when do we self-verify and when do we self-enhance?
Ferris, D. Lance; Lian, Huiwen; Brown, Douglas J.; … - In: Academy of Management journal : AMJ 58 (2015) 1, pp. 279-297
Persistent link: https://www.econbiz.de/10010519462
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Identifying the drivers of environmental risk through a model integrating substance flow and input-output analysis
Chen, Pi-cheng; Brown, Douglas J.; Chang, Chi-hui; Ma, … - In: Ecological economics : the transdisciplinary journal of … 107 (2014), pp. 94-103
Persistent link: https://www.econbiz.de/10011280287