Works matching DE "INCOMPLETE markets"
Results: 204
Programming FPGAs for economics: An introduction to electrical engineering economics.
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- Quantitative Economics, 2025, v. 16, n. 1, p. 49, doi. 10.3982/QE2344
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- Article
CREDIT CRISES, PRECAUTIONARY SAVINGS, AND THE LIQUIDITY TRAP.
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- Quarterly Journal of Economics, 2017, v. 132, n. 3, p. 1427, doi. 10.1093/qje/qjx005
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- Article
FISCAL POLICY AND DEBT MANAGEMENT WITH INCOMPLETE MARKETS.
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- Quarterly Journal of Economics, 2017, v. 132, n. 2, p. 617, doi. 10.1093/qje/qjw041
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- Article
Household income uncertainties over three decades.
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- Oxford Economic Papers, 2015, v. 67, n. 4, p. 963, doi. 10.1093/oep/gpv007
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- Article
How Does Asymmetric Information Create Market Incompleteness?
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 2, p. 531, doi. 10.1007/s11009-018-9672-x
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- Article
On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 107, doi. 10.1007/s11009-014-9399-2
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- Article
A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint.
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- Computational Economics, 2019, v. 53, n. 1, p. 367, doi. 10.1007/s10614-017-9750-0
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- Article
Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell-Smith Algorithm.
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- Computational Economics, 2016, v. 48, n. 4, p. 569, doi. 10.1007/s10614-015-9537-0
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- Article
Limited Financial Market Participations and Shocks in Business Cycles in Korea.
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- East Asian Economic Review (EAER), 2024, v. 28, n. 2, p. 245, doi. 10.11644/KIEP.EAER.2024.28.2.436
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- Article
Stability analysis of supply chain members time delay decisions considering corporate social responsibility.
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- International Journal of General Systems, 2024, v. 53, n. 7/8, p. 805, doi. 10.1080/03081079.2024.2312453
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- Article
Concepts of Statistical Causality and Strong and Weak Properties of Predictable Representation.
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- Mathematics (2227-7390), 2024, v. 12, n. 5, p. 722, doi. 10.3390/math12050722
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- Article
Regime Tracking in Markets with Markov Switching.
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- Mathematics (2227-7390), 2024, v. 12, n. 3, p. 423, doi. 10.3390/math12030423
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- Article
Pricing Equity-Indexed Annuities under a Stochastic Dividend Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 3, p. 603, doi. 10.3390/math11030603
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- Article
The Evolution of Non-Banking Financial Markets in Hungary: The Case of Mutual Funds.
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- Management Dynamics in the Knowledge Economy, 2016, v. 4, n. 4, p. 591
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- Article
Risk aversion in an incomplete market influenced by government regulation.
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- Journal of Industrial & Management Optimization, 2025, v. 21, n. 1, p. 1, doi. 10.3934/jimo.2024074
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- Article
Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences.
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- Journal of Industrial & Management Optimization, 2023, v. 19, n. 8, p. 1, doi. 10.3934/jimo.2022194
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- Article
The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment.
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- Journal of Industrial & Management Optimization, 2023, v. 19, n. 6, p. 1, doi. 10.3934/jimo.2022141
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- Article
Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering.
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- Journal of Industrial & Management Optimization, 2022, v. 18, n. 4, p. 2369, doi. 10.3934/jimo.2021072
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- Article
Author Correction: Quantum computational finance for martingale asset pricing in incomplete markets.
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- 2024
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- Correction Notice
Quantum computational finance for martingale asset pricing in incomplete markets.
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- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-68838-1
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- Article
Informational Hold Up and Intermediaries.
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- Games (20734336), 2022, v. 13, n. 5, p. N.PAG, doi. 10.3390/g13050063
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- Article
Surprise and default in general equilibrium.
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- Theoretical Economics, 2023, v. 18, n. 4, p. 1547, doi. 10.3982/TE4943
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- Article
On the neutrality of socially responsible investing: The general equilibrium perspective.
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- Theoretical Economics, 2023, v. 18, n. 1, p. 65, doi. 10.3982/TE4719
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- Article
Stable matching under forward‐induction reasoning.
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- Theoretical Economics, 2022, v. 17, n. 4, p. 1619, doi. 10.3982/TE3867
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- Article
Sustainable debt.
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- Theoretical Economics, 2021, v. 16, n. 4, p. 1513, doi. 10.3982/TE4173
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- Article
On the cost‐of‐capital rate under incomplete market valuation.
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- Journal of Risk & Insurance, 2022, v. 89, n. 4, p. 1139, doi. 10.1111/jori.12406
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- Article
Restricted Participation on Financial Markets: A General Equilibrium Approach Using Variational Inequality Methods.
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- Networks & Spatial Economics, 2022, v. 22, n. 2, p. 327, doi. 10.1007/s11067-019-09491-4
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- Article
Game analysis between startup and banks.
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- Global Journal of Business Social Sciences Review (GATR-GJBSSR), 2023, v. 11, n. 1, p. 1, doi. 10.35609/gjbssr.2023.11.1(1)
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- Article
Durable Consumption-Based Asset Pricing Model with Foreign Factors for the Korean Stock Market.
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- International Journal of Financial Studies, 2023, v. 11, n. 2, p. 62, doi. 10.3390/ijfs11020062
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- Article
The Neyman–Pearson lemma for convex expectations.
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- Mathematical Control & Related Fields, 2025, v. 15, n. 1, p. 1, doi. 10.3934/mcrf.2024004
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- Article
Price expectations, risk aversion, and choice of sales methods for large‐scale farmers under incomplete market conditions.
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- Agribusiness, 2022, v. 38, n. 4, p. 1012, doi. 10.1002/agr.21757
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- Article
WEATHER RISK MANAGEMENT IN AGRICULTURE.
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- Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016, v. 64, n. 4, p. 1303, doi. 10.11118/actaun201664041303
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- Article
Variance minimizing strategies for stochastic processes with applications to tracking stock indices.
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- International Review of Finance, 2021, v. 21, n. 2, p. 430, doi. 10.1111/irfi.12285
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- Article
Analyzing Equilibrium in Incomplete Markets with Model Uncertainty.
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- International Review of Finance, 2017, v. 17, n. 2, p. 235, doi. 10.1111/irfi.12119
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- Article
Debt structure, economic stimulus and firm investment efficiency.
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- European Financial Management, 2024, v. 30, n. 1, p. 284, doi. 10.1111/eufm.12414
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- Article
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences.
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- European Financial Management, 2021, v. 27, n. 2, p. 244, doi. 10.1111/eufm.12276
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- Article
Pricing of contingent claims in large markets.
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- Finance & Stochastics, 2025, v. 29, n. 1, p. 177, doi. 10.1007/s00780-024-00554-0
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- Article
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 553, doi. 10.1007/s00780-024-00532-6
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- Article
Optimal investment in a large population of competitive and heterogeneous agents.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 497, doi. 10.1007/s00780-023-00527-9
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- Article
Solving optimal stopping problems under model uncertainty via empirical dual optimisation.
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- Finance & Stochastics, 2022, v. 26, n. 3, p. 461, doi. 10.1007/s00780-022-00480-z
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- Article
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem.
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- Finance & Stochastics, 2020, v. 24, n. 4, p. 981, doi. 10.1007/s00780-020-00436-1
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- Article
Conditional Davis pricing.
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- Finance & Stochastics, 2020, v. 24, n. 3, p. 565, doi. 10.1007/s00780-020-00424-5
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- Article
Consumption in incomplete markets.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 383, doi. 10.1007/s00780-020-00420-9
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- Article
An incomplete equilibrium with a stochastic annuity.
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- Finance & Stochastics, 2020, v. 24, n. 2, p. 359, doi. 10.1007/s00780-020-00415-6
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- Article
An expansion in the model space in the context of utility maximization.
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- Finance & Stochastics, 2018, v. 22, n. 2, p. 297, doi. 10.1007/s00780-017-0353-3
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- Publication type:
- Article
PARTIALLY INFORMED INVESTORS: HEDGING IN AN INCOMPLETE MARKET WITH DEFAULT.
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- Journal of Applied Probability, 2015, v. 52, n. 3, p. 718, doi. 10.1239/jap/1445543842
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- Publication type:
- Article
Aggregate consumption and wealth in the long run: The impact of financial liberalization.
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- Journal of Applied Econometrics, 2022, v. 37, n. 1, p. 161, doi. 10.1002/jae.2870
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- Article
Foundations of Real‐World Economics: What Every Student Needs to Know.
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- Economic Record, 2019, v. 95, n. 311, p. 514, doi. 10.1111/1475-4932.12514
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- Publication type:
- Article
SYSTEMIC PERSPECTIVE OF TERM RISK IN BANK FUNDING MARKETS.
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- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924500018
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- Publication type:
- Article
A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT.
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- International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 2, p. 1, doi. 10.1142/S0219024922500091
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- Article