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A multi-asset investment and c...
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Hobson, David
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Hobson, David G.
51
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43
Tse, Alex S. L.
14
Herdegen, Martin
7
Jerome, Joseph
7
Klimmek, Martin
7
Kluge, Tino
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6
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4
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4
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3
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3
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3
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3
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Erik Ekstr\"om
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1
Probability weighting, stop-loss and the disposition effect
Henderson, Vicky
;
Hobson, David G.
;
Tse, Alex S. L.
- In:
Journal of economic theory
178
(
2018
),
pp. 360-397
Persistent link: https://www.econbiz.de/10012026410
Saved in:
2
Randomized strategies and prospect theory in a dynamic context
Henderson, Vicky
;
Hobson, David G.
;
Tse, Alex S. L.
- In:
Journal of economic theory
168
(
2017
),
pp. 287-300
Persistent link: https://www.econbiz.de/10011747490
Saved in:
3
Optimal consumption and investment under transaction costs*
Hobson, David
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Mathematical Finance
29
(
2018
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10012095159
Saved in:
4
Bounds for the utility-indifference prices of non-traded assets in incomplete markets
Hobson, David G.
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10003048352
Saved in:
5
Robust hedging of the lookback option
Hobson, David G.
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10001247137
Saved in:
6
Comparison results for stochastic volatility models via coupling
Hobson, David G.
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 129-152
Persistent link: https://www.econbiz.de/10003924831
Saved in:
7
The Skorokhod embedding problem and model-independent bounds for option prices
Hobson, David G.
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 267-318
Persistent link: https://www.econbiz.de/10009356712
Saved in:
8
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
Saved in:
9
[Rezension von: Bjork, Tomas, Arbitrage theory in continuous time]
Hobson, David G.
- In:
The economic journal : the journal of the Royal …
110
(
2000
),
pp. 261-262
Persistent link: https://www.econbiz.de/10001480861
Saved in:
10
Optimal timing for an indivisible asset sale
Evans, Jonathan
;
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 545-567
Persistent link: https://www.econbiz.de/10003769012
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