Works matching DE "INCOMPLETE markets"
Results: 201
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
Sovereign debt maturity structure and its costs.
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- International Tax & Public Finance, 2024, v. 31, n. 1, p. 262, doi. 10.1007/s10797-023-09800-1
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Robust effects of a debt-financed tax cut in an economy with incomplete markets.
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- International Tax & Public Finance, 2022, v. 29, n. 1, p. 191, doi. 10.1007/s10797-021-09660-7
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- Article
Hayek, Hicks, Radner and four equilibrium concepts: Perfect foresight, sequential, temporary, and rational expectations.
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- Review of Austrian Economics, 2022, v. 35, n. 1, p. 39, doi. 10.1007/s11138-019-00481-w
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- Article
Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case.
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- Mathematics of Operations Research, 2019, v. 44, n. 3, p. 966, doi. 10.1287/moor.2018.0952
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- Article
Forward indifference valuation for dynamically incoming projects.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 2, p. 1, doi. 10.3934/puqr.2024011
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Optimal investment and consumption with forward preferences and uncertain parameters.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 1, p. 1, doi. 10.3934/puqr.2024004
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Risk management under weighted limited expected loss.
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- Quantitative Finance, 2024, v. 24, n. 5, p. 593, doi. 10.1080/14697688.2024.2352542
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Mind the cap!--constrained portfolio optimisation in Heston's stochastic volatility model.
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- Quantitative Finance, 2023, v. 23, n. 12, p. 1793, doi. 10.1080/14697688.2023.2271223
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A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions.
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- Quantitative Finance, 2023, v. 23, n. 3, p. 497, doi. 10.1080/14697688.2022.2160936
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Optimal asset allocation for commodity sovereign wealth funds.
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- Quantitative Finance, 2023, v. 23, n. 3, p. 471, doi. 10.1080/14697688.2022.2158918
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Portfolio Theory and Arbitrage: A Course in Mathematical Finance.
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- Quantitative Finance, 2022, v. 22, n. 10, p. 1801, doi. 10.1080/14697688.2022.2107434
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- Article
International portfolio choice under multi-factor stochastic volatility.
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- Quantitative Finance, 2022, v. 22, n. 6, p. 1193, doi. 10.1080/14697688.2021.2019820
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- Article
Optimal investment strategy in the family of 4/2 stochastic volatility models.
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- Quantitative Finance, 2021, v. 21, n. 10, p. 1723, doi. 10.1080/14697688.2021.1901971
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- Article
Real options maximizing survival probability under incomplete markets.
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- Quantitative Finance, 2019, v. 19, n. 11, p. 1921, doi. 10.1080/14697688.2019.1617891
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- Article
From insurance risk to credit portfolio management: a new approach to pricing CDOs.
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- Quantitative Finance, 2016, v. 16, n. 10, p. 1495, doi. 10.1080/14697688.2015.1136076
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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
Micro Risks and (Robust) Pareto-Improving Policies.
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- American Economic Review, 2024, v. 114, n. 11, p. 3669, doi. 10.1257/aer.20230128
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- Article
Shocks, Frictions, and Inequality in US Business Cycles.
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- American Economic Review, 2024, v. 114, n. 5, p. 1211, doi. 10.1257/aer.20201875
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- Article
Monetary Policy, Bounded Rationality, and Incomplete Markets.
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- American Economic Review, 2019, v. 109, n. 11, p. 3887, doi. 10.1257/aer.20171400
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- Article
Saving at the top and the long-run relationship between wealth and income inequality.
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- Applied Economics, 2023, v. 55, n. 45, p. 5330, doi. 10.1080/00036846.2022.2139802
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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
Effects of partial demand uncertainty reduction on private equity financing in small and medium-sized enterprises: A supply chain perspective.
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- PLoS ONE, 2024, v. 19, n. 3, p. 1, doi. 10.1371/journal.pone.0295713
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- Article
Can Merchants Benefit from Entry by (Amazon-Like) Platform if Multiagent Prices Signal Quality?
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- Marketing Science, 2024, v. 43, n. 4, p. 778, doi. 10.1287/mksc.2021.0227
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- Article
Determining the Generalized Discount Rate for Risky Projects.
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- Environmental & Resource Economics, 2020, v. 77, n. 1, p. 143, doi. 10.1007/s10640-020-00458-5
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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
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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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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- Article
Inequality, Business Cycles, and Monetary‐Fiscal Policy.
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- Econometrica, 2021, v. 89, n. 6, p. 2559, doi. 10.3982/ECTA16414
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- Article
Inferring Inequality With Home Production.
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- Econometrica, 2021, v. 89, n. 5, p. 2517, doi. 10.3982/ECTA15966
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- Article
Understanding HANK: Insights From a PRANK.
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- Econometrica, 2020, v. 88, n. 3, p. 1113, doi. 10.3982/ECTA16409
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- Article
Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk.
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- Econometrica, 2019, v. 87, n. 1, p. 255, doi. 10.3982/ECTA13601
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- Article
Equilibrium Tax Rates under Ex-ante Heterogeneity and Income-dependent Voting.
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- B.E. Journal of Macroeconomics, 2022, v. 22, n. 2, p. 547, doi. 10.1515/bejm-2020-0274
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- Article
Subsidized Crop Insurance under Limited Access to Incomplete Financial Markets.
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- B.E. Journal of Economic Analysis & Policy, 2023, v. 23, n. 1, p. 165, doi. 10.1515/bejeap-2021-0073
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- 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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- 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
DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE.
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- International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 1, p. 1, doi. 10.1142/S0219024922500042
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- Article
EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 4, p. N.PAG, doi. 10.1142/S021902491950016X
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- Article
BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS.
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 8, p. N.PAG, doi. 10.1142/S0219024918500516
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- Article
A NOTE ON UTILITY INDIFFERENCE PRICING.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500370
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- Article
Investment decisions under incomplete markets in the presence of wealth effects.
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- Journal of Economics, 2021, v. 133, n. 2, p. 167, doi. 10.1007/s00712-021-00731-1
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- Article
AN EXISTENCE THEOREM FOR GENERALIZED QUASI-VARIATIONAL INEQUALITIES INVOLVING THE GRASSMANNIAN MANIFOLD WITH AN APPLICATION.
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- 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
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Entrepreneurial Spirit and Entrepreneurial Finance.
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- Annals of Economics & Finance, 2021, v. 22, n. 2, p. 367
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- Article
Situating in Place Indigenous Engagements in Capitalist Market Relations.
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- Journal of Latin American Geography, 2022, v. 21, n. 1, p. 1, doi. 10.1353/lag.2022.0001
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- Article
Robust hedging in incomplete markets.
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- Journal of Pension Economics & Finance, 2019, v. 18, n. 3, p. 473, doi. 10.1017/S1474747218000069
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- Article