Works matching DE "INCOMPLETE markets"

Results: 196

CREDIT CRISES, PRECAUTIONARY SAVINGS, AND THE LIQUIDITY TRAP.

Published in:

Quarterly Journal of Economics, 2017, v. 132, n. 3, p. 1427, doi. 10.1093/qje/qjx005

By:

GUERRIERI, VERONICA;
LORENZONI, GUIDO

Publication type:

Article

FISCAL POLICY AND DEBT MANAGEMENT WITH INCOMPLETE MARKETS.

Published in:

Quarterly Journal of Economics, 2017, v. 132, n. 2, p. 617, doi. 10.1093/qje/qjw041

By:

BHANDARI, ANMOL;
EVANS, DAVID;
GOLOSOV, MIKHAIL;
SARGENT, THOMAS J.

Publication type:

Article

Sovereign debt maturity structure and its costs.

Published in:

International Tax & Public Finance, 2024, v. 31, n. 1, p. 262, doi. 10.1007/s10797-023-09800-1

By:

Corneli, Flavia

Publication type:

Article

Robust effects of a debt-financed tax cut in an economy with incomplete markets.

Published in:

International Tax & Public Finance, 2022, v. 29, n. 1, p. 191, doi. 10.1007/s10797-021-09660-7

By:

Divino, Jose Angelo;
Orrillo, Jaime

Publication type:

Article

Hayek, Hicks, Radner and four equilibrium concepts: Perfect foresight, sequential, temporary, and rational expectations.

Published in:

Review of Austrian Economics, 2022, v. 35, n. 1, p. 39, doi. 10.1007/s11138-019-00481-w

By:

Glasner, David

Publication type:

Article

Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case.

Published in:

Mathematics of Operations Research, 2019, v. 44, n. 3, p. 966, doi. 10.1287/moor.2018.0952

By:

Trybuła, Jakub;
Zawisza, Dariusz

Publication type:

Article

Forward indifference valuation for dynamically incoming projects.

Published in:

Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 2, p. 1, doi. 10.3934/puqr.2024011

By:

Wang, Haoran

Publication type:

Article

Optimal investment and consumption with forward preferences and uncertain parameters.

Published in:

Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 1, p. 1, doi. 10.3934/puqr.2024004

By:

Chong, Wing Fung;
Liang, Gechun

Publication type:

Article

Risk management under weighted limited expected loss.

Published in:

Quantitative Finance, 2024, v. 24, n. 5, p. 593, doi. 10.1080/14697688.2024.2352542

By:

Chen, An;
Nguyen, Thai

Publication type:

Article

Mind the cap!--constrained portfolio optimisation in Heston's stochastic volatility model.

Published in:

Quantitative Finance, 2023, v. 23, n. 12, p. 1793, doi. 10.1080/14697688.2023.2271223

By:

ESCOBAR-ANEL, M.;
KSCHONNEK, M.;
ZAGST, R.

Publication type:

Article

A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions.

Published in:

Quantitative Finance, 2023, v. 23, n. 3, p. 497, doi. 10.1080/14697688.2022.2160936

By:

Cheng, Yuyang;
Escobar-Anel, Marcos

Publication type:

Article

Optimal asset allocation for commodity sovereign wealth funds.

Published in:

Quantitative Finance, 2023, v. 23, n. 3, p. 471, doi. 10.1080/14697688.2022.2158918

By:

Irarrazabal, Alfonso A.;
Ma, Lin;
Parra-Alvarez, Juan Carlos

Publication type:

Article

Portfolio Theory and Arbitrage: A Course in Mathematical Finance.

Published in:

Quantitative Finance, 2022, v. 22, n. 10, p. 1801, doi. 10.1080/14697688.2022.2107434

By:

Guasoni, Paolo

Publication type:

Article

International portfolio choice under multi-factor stochastic volatility.

Published in:

Quantitative Finance, 2022, v. 22, n. 6, p. 1193, doi. 10.1080/14697688.2021.2019820

By:

Escobar-Anel, Marcos;
Ferrando, Sebastian;
Gschnaidtner, Christoph;
Rubtsov, Alexey

Publication type:

Article

Optimal investment strategy in the family of 4/2 stochastic volatility models.

Published in:

Quantitative Finance, 2021, v. 21, n. 10, p. 1723, doi. 10.1080/14697688.2021.1901971

By:

Cheng, Yuyang;
Escobar-Anel, Marcos

Publication type:

Article

Real options maximizing survival probability under incomplete markets.

Published in:

Quantitative Finance, 2019, v. 19, n. 11, p. 1921, doi. 10.1080/14697688.2019.1617891

By:

Jiang, Jinglu;
Mu, Congming;
Peng, Juan;
Yang, Jinqiang

Publication type:

Article

From insurance risk to credit portfolio management: a new approach to pricing CDOs.

Published in:

Quantitative Finance, 2016, v. 16, n. 10, p. 1495, doi. 10.1080/14697688.2015.1136076

By:

Andreoli, Alessandro;
Ballestra, Luca Vincenzo;
Pacelli, Graziella

Publication type:

Article

Informational Hold Up and Intermediaries.

Published in:

Games (20734336), 2022, v. 13, n. 5, p. N.PAG, doi. 10.3390/g13050063

By:

Utgoff, Naomi

Publication type:

Article

Micro Risks and (Robust) Pareto-Improving Policies.

Published in:

American Economic Review, 2024, v. 114, n. 11, p. 3669, doi. 10.1257/aer.20230128

By:

Aguiar, Mark;
Amador, Manuel;
Arellano, Cristina

Publication type:

Article

Shocks, Frictions, and Inequality in US Business Cycles.

Published in:

American Economic Review, 2024, v. 114, n. 5, p. 1211, doi. 10.1257/aer.20201875

By:

Bayer, Christian;
Born, Benjamin;
Luetticke, Ralph

Publication type:

Article

Monetary Policy, Bounded Rationality, and Incomplete Markets.

Published in:

American Economic Review, 2019, v. 109, n. 11, p. 3887, doi. 10.1257/aer.20171400

By:

Farhi, Emmanuel;
Werning, Iván

Publication type:

Article

Saving at the top and the long-run relationship between wealth and income inequality.

Published in:

Applied Economics, 2023, v. 55, n. 45, p. 5330, doi. 10.1080/00036846.2022.2139802

By:

Lieberknecht, Philipp;
Vermeulen, Philip

Publication type:

Article

Variance minimizing strategies for stochastic processes with applications to tracking stock indices.

Published in:

International Review of Finance, 2021, v. 21, n. 2, p. 430, doi. 10.1111/irfi.12285

By:

Colwell, David B.;
El‐Hassan, Nadima;
Kwon, Oh Kang

Publication type:

Article

Analyzing Equilibrium in Incomplete Markets with Model Uncertainty.

Published in:

International Review of Finance, 2017, v. 17, n. 2, p. 235, doi. 10.1111/irfi.12119

By:

Yoshikawa, Daisuke

Publication type:

Article

Effects of partial demand uncertainty reduction on private equity financing in small and medium-sized enterprises: A supply chain perspective.

Published in:

PLoS ONE, 2024, v. 19, n. 3, p. 1, doi. 10.1371/journal.pone.0295713

By:

Deng, Jie;
Yao, Li;
Chen, Mengyi;
He, Qingsong

Publication type:

Article

Can Merchants Benefit from Entry by (Amazon-Like) Platform if Multiagent Prices Signal Quality?

Published in:

Marketing Science, 2024, v. 43, n. 4, p. 778, doi. 10.1287/mksc.2021.0227

By:

Qiu, Ye;
Rao, Ram C.

Publication type:

Article

Determining the Generalized Discount Rate for Risky Projects.

Published in:

Environmental & Resource Economics, 2020, v. 77, n. 1, p. 143, doi. 10.1007/s10640-020-00458-5

By:

Luo, Lanlan;
Chen, Shou;
Zou, Ziran

Publication type:

Article

Risk aversion in an incomplete market influenced by government regulation.

Published in:

Journal of Industrial & Management Optimization, 2025, v. 21, n. 1, p. 1, doi. 10.3934/jimo.2024074

By:

Xu, Mingyu;
Hu, Feng

Publication type:

Article

Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences.

Published in:

Journal of Industrial & Management Optimization, 2023, v. 19, n. 8, p. 1, doi. 10.3934/jimo.2022194

By:

Zhang, Yumo

Publication type:

Article

The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment.

Published in:

Journal of Industrial & Management Optimization, 2023, v. 19, n. 6, p. 1, doi. 10.3934/jimo.2022141

By:

Zhou, Xia;
Chen, Peimin;
Zhang, Jiawei;
Tu, Jingwen;
He, Yong

Publication type:

Article

Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering.

Published in:

Journal of Industrial & Management Optimization, 2022, v. 18, n. 4, p. 2369, doi. 10.3934/jimo.2021072

By:

Wang, Wei;
Shen, Yang;
Qian, Linyi;
Yang, Zhixin

Publication type:

Article

The Neyman–Pearson lemma for convex expectations.

Published in:

Mathematical Control & Related Fields, 2025, v. 15, n. 1, p. 1, doi. 10.3934/mcrf.2024004

By:

Sun, Chuanfeng;
Ji, Shaolin

Publication type:

Article

Foundations of Real‐World Economics: What Every Student Needs to Know.

Published in:

Economic Record, 2019, v. 95, n. 311, p. 514, doi. 10.1111/1475-4932.12514

By:

Foster, John

Publication type:

Article

Inequality, Business Cycles, and Monetary‐Fiscal Policy.

Published in:

Econometrica, 2021, v. 89, n. 6, p. 2559, doi. 10.3982/ECTA16414

By:

Bhandari, Anmol;
Evans, David;
Golosov, Mikhail;
Sargent, Thomas J.

Publication type:

Article

Inferring Inequality With Home Production.

Published in:

Econometrica, 2021, v. 89, n. 5, p. 2517, doi. 10.3982/ECTA15966

By:

Boerma, Job;
Karabarbounis, Loukas

Publication type:

Article

Understanding HANK: Insights From a PRANK.

Published in:

Econometrica, 2020, v. 88, n. 3, p. 1113, doi. 10.3982/ECTA16409

By:

Acharya, Sushant;
Dogra, Keshav

Publication type:

Article

Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk.

Published in:

Econometrica, 2019, v. 87, n. 1, p. 255, doi. 10.3982/ECTA13601

By:

Bayer, Christian;
Luetticke, Ralph;
Pham‐Dao, Lien;
Tjaden, Volker

Publication type:

Article

Equilibrium Tax Rates under Ex-ante Heterogeneity and Income-dependent Voting.

Published in:

B.E. Journal of Macroeconomics, 2022, v. 22, n. 2, p. 547, doi. 10.1515/bejm-2020-0274

By:

Chang, Bo Hyun;
Chang, Yongsung;
Kim, Sun-Bin

Publication type:

Article

Subsidized Crop Insurance under Limited Access to Incomplete Financial Markets.

Published in:

B.E. Journal of Economic Analysis & Policy, 2023, v. 23, n. 1, p. 165, doi. 10.1515/bejeap-2021-0073

By:

Voica, Daniel C.

Publication type:

Article

SYSTEMIC PERSPECTIVE OF TERM RISK IN BANK FUNDING MARKETS.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924500018

By:

MACRINA, ANDREA;
MAHOMED, OBEID

Publication type:

Article

A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT.

Published in:

International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 2, p. 1, doi. 10.1142/S0219024922500091

By:

PENNANEN, TEEMU;
BONATTO, LUCIANE SBARAINI

Publication type:

Article

DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE.

Published in:

International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 1, p. 1, doi. 10.1142/S0219024922500042

By:

MATOUSSI, ANIS;
MRAD, MOHAMED

Publication type:

Article

EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE.

Published in:

International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 4, p. N.PAG, doi. 10.1142/S021902491950016X

By:

YANG, BEN-ZHANG;
YUE, JIA;
HUANG, NAN-JING

Publication type:

Article

BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS.

Published in:

International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 8, p. N.PAG, doi. 10.1142/S0219024918500516

By:

NEUFELD, ARIEL

Publication type:

Article

A NOTE ON UTILITY INDIFFERENCE PRICING.

Published in:

International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500370

By:

GERER, JOHANNES;
DORFLEITNER, GREGOR

Publication type:

Article

Investment decisions under incomplete markets in the presence of wealth effects.

Published in:

Journal of Economics, 2021, v. 133, n. 2, p. 167, doi. 10.1007/s00712-021-00731-1

By:

Niu, Yingjie;
Yang, Jinqiang;
Zou, Zhentao

Publication type:

Article

AN EXISTENCE THEOREM FOR GENERALIZED QUASI-VARIATIONAL INEQUALITIES INVOLVING THE GRASSMANNIAN MANIFOLD WITH AN APPLICATION.

Published in:

AAPP Physical, Mathematical & Natural Sciences / Atti della Accademia Peloritana dei Pericolanti: Classe di Scienze Fisiche, Matematiche e Naturali, 2020, v. 98, p. 1, doi. 10.1478/AAPP.98S2A6

By:

DONATO, MARIA B.;
VILLANACCI, ANTONIO

Publication type:

Article

Entrepreneurial Spirit and Entrepreneurial Finance.

Published in:

Annals of Economics & Finance, 2021, v. 22, n. 2, p. 367

By:

Xindong Cheng;
Yingjue Wang;
Jinqiang Yang

Publication type:

Article

Situating in Place Indigenous Engagements in Capitalist Market Relations.

Published in:

Journal of Latin American Geography, 2022, v. 21, n. 1, p. 1, doi. 10.1353/lag.2022.0001

By:

Ramos-Cortez, Carola;
MacNeill, Timothy

Publication type:

Article

Robust hedging in incomplete markets.

Published in:

Journal of Pension Economics & Finance, 2019, v. 18, n. 3, p. 473, doi. 10.1017/S1474747218000069

By:

SHEN, SALLY;
PELSSER, ANTOON;
SCHOTMAN, PETER

Publication type:

Article