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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
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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
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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
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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
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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
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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
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Incomplete markets and individual risks
Back, Kerry E. - In: Economic theory : official journal of the Society for … 3 (1993) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001136011
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Asset pricing for general processes
Back, Kerry E. - In: Journal of mathematical economics 20 (1991) 4, pp. 371-395
Persistent link: https://www.econbiz.de/10001117167
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Activism, Strategic Trading, and Liquidity
Back, Kerry; Collin-Dufresne, Pierre; Fos, Vyacheslav; … - In: Econometrica 86 (2018) 4, pp. 1431-1463
Persistent link: https://www.econbiz.de/10012097961
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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