Works matching DE "INCOMPLETE markets"

Results: 208

Optimal Investment Based on Performance Measure and Stochastic Benchmark Under PI and Position Constraints.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 11, p. 1846, doi. 10.3390/math13111846

By:

Wang, Chengzhe;
Zhou, Congjin;
Dong, Yinghui

Publication type:

Article

Game analysis between startup and banks.

Published in:

Global Journal of Business Social Sciences Review (GATR-GJBSSR), 2023, v. 11, n. 1, p. 1, doi. 10.35609/gjbssr.2023.11.1(1)

By:

Zhang Chengzhuo;
Binti Nik Azman, Nik Hadiyan

Publication type:

Article

The impact of firm leverage on investment decisions: The new approach of hierarchical method.

Published in:

Cogent Business & Management, 2023, v. 10, n. 2, p. 1, doi. 10.1080/23311975.2023.2209380

By:

Tran Thi, Mo;
Thi Thu, Ha Hoang;
Thi Thanh, Diep Nguyen

Publication type:

Article

Collect them all! Increasing product category cross-selling using the incompleteness effect.

Published in:

Journal of the Academy of Marketing Science, 2022, v. 50, n. 4, p. 713, doi. 10.1007/s11747-021-00835-6

By:

Bauer, Christoph;
Spangenberg, Katie;
Spangenberg, Eric R.;
Herrmann, Andreas

Publication type:

Article

Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets.

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00472-8

By:

Lv, Wujun;
Pang, Tao;
Xia, Xiaobao;
Yan, Jingzhou

Publication type:

Article

Closing Small and "Sufficiently" Large Open Economies with Different Asset Structures.

Published in:

Review (00149187), 2024, v. 106, p. 1, doi. 10.20955/r.2024.13

By:

Restrepo-Echavarria, Paulina

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

Market pricing of longevity-linked securities.

Published in:

Scandinavian Actuarial Journal, 2021, v. 2021, n. 5, p. 408, doi. 10.1080/03461238.2020.1852105

By:

Tang, Sixian;
Li, Jackie

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

Financial Hedging of Operational Risk Constraints: A General Framework.

Published in:

Production & Operations Management, 2024, v. 33, n. 9, p. 1912, doi. 10.1177/10591478241265647

By:

Valdés, León;
Caldentey, René

Publication type:

Article

WEATHER RISK MANAGEMENT IN AGRICULTURE.

Published in:

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016, v. 64, n. 4, p. 1303, doi. 10.11118/actaun201664041303

By:

Bobriková, Martina

Publication type:

Article

Take it to the (public) bank: The efficiency of public bank loans to private firms.

Published in:

German Economic Review, 2021, v. 22, n. 1, p. 27, doi. 10.1515/ger-2019-0023

By:

Kärnä, Anders

Publication type:

Article

Severance savings accounts and life-cycle savings.

Published in:

Economic Theory, 2024, v. 78, n. 4, p. 1275, doi. 10.1007/s00199-024-01590-9

By:

Azevedo, Rafael;
Bettoni, Luis;
Santos, Marcelo

Publication type:

Article

Continuity of marketable payoffs with re-trading.

Published in:

Economic Theory, 2023, v. 75, n. 1, p. 31, doi. 10.1007/s00199-021-01404-2

By:

Bonnisseau, Jean-Marc;
Chéry, Achis

Publication type:

Article

Financial intermediation and the welfare theorems in incomplete markets.

Published in:

Economic Theory, 2022, v. 73, n. 2/3, p. 457, doi. 10.1007/s00199-020-01294-w

By:

Bettzüge, Marc Oliver;
Hens, Thorsten;
Zierhut, Michael

Publication type:

Article

Competitive equilibria in a comonotone market.

Published in:

Economic Theory, 2021, v. 72, n. 4, p. 1217, doi. 10.1007/s00199-020-01319-4

By:

Boonen, Tim J.;
Liu, Fangda;
Wang, Ruodu

Publication type:

Article

Indeterminacy of Cournot--Walras equilibrium with incomplete markets.

Published in:

Economic Theory, 2021, v. 71, n. 1, p. 81, doi. 10.1007/s00199-020-01248-2

By:

Zierhut, Michael

Publication type:

Article

Investment and financing in incomplete markets.

Published in:

Economic Theory, 2020, v. 69, n. 1, p. 149, doi. 10.1007/s00199-018-1160-6

By:

Bejan, Camelia

Publication type:

Article

Updating pricing rules.

Published in:

Economic Theory, 2019, v. 68, n. 2, p. 335, doi. 10.1007/s00199-018-1125-9

By:

Araujo, Aloisio;
Chateauneuf, Alain;
Faro, José Heleno;
Holanda, Bruno

Publication type:

Article

Indeterminacy in stochastic overlapping generations models: real effects in the long run.

Published in:

Economic Theory, 2017, v. 63, n. 2, p. 559, doi. 10.1007/s00199-015-0947-y

By:

Feng, Zhigang;
Hoelle, Matthew

Publication type:

Article

Intertemporal equilibrium with financial asset and physical capital.

Published in:

Economic Theory, 2016, v. 62, n. 1/2, p. 155, doi. 10.1007/s00199-015-0881-z

By:

Le Van, Cuong;
Pham, Ngoc-Sang

Publication type:

Article

Incomplete markets and derivative assets.

Published in:

Economic Theory, 2016, v. 62, n. 3, p. 517, doi. 10.1007/s00199-015-0912-9

By:

Grand, François;
Ragot, Xavier

Publication type:

Article

Incomplete financial markets and jumps in asset prices.

Published in:

Economic Theory, 2016, v. 62, n. 1/2, p. 201, doi. 10.1007/s00199-015-0884-9

By:

Crès, Hervé;
Markeprand, Tobias;
Tvede, Mich

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

Inequality and income mobility: the case of targeted and universal interventions in India.

Published in:

Journal of Economic Inequality, 2024, v. 22, n. 3, p. 781, doi. 10.1007/s10888-023-09614-5

By:

Chakrabarti, Anindya S.;
Mishra, Abinash;
Mohaghegh, Mohsen

Publication type:

Article

A NEW APPROACH TO MODELING THE IMPACT OF DISRUPTIVE EVENTS.

Published in:

Journal of Regional Science, 2016, v. 56, n. 4, p. 583, doi. 10.1111/jors.12262

By:

Oosterhaven, Jan;
Bouwmeester, Maaike C.

Publication type:

Article

Inefficient Automation.

Published in:

Review of Economic Studies, 2025, v. 92, n. 1, p. 69, doi. 10.1093/restud/rdae019

By:

Beraja, Martin;
Zorzi, Nathan

Publication type:

Article

Regional Consumption Responses and the Aggregate Fiscal Multiplier.

Published in:

Review of Economic Studies, 2023, v. 90, n. 6, p. 2982, doi. 10.1093/restud/rdad007

By:

Dupor, Bill;
Karabarbounis, Marios;
Kudlyak, Marianna;
Mehkari, M Saif

Publication type:

Article

Unemployment Insurance in Macroeconomic Stabilization.

Published in:

Review of Economic Studies, 2023, v. 90, n. 5, p. 2439, doi. 10.1093/restud/rdac080

By:

Kekre, Rohan

Publication type:

Article

Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims.

Published in:

Review of Economic Studies, 2022, v. 89, n. 5, p. 2445, doi. 10.1093/restud/rdab081

By:

Chabakauri, Georgy;
Yuan, Kathy;
Zachariadis, Konstantinos E

Publication type:

Article

Understanding the Size of the Government Spending Multiplier: It's in the Sign.

Published in:

Review of Economic Studies, 2022, v. 89, n. 1, p. 87, doi. 10.1093/restud/rdab029

By:

Barnichon, Regis;
Debortoli, Davide;
Matthes, Christian

Publication type:

Article

Optimal Taxation with Private Insurance.

Published in:

Review of Economic Studies, 2021, v. 88, n. 6, p. 2766, doi. 10.1093/restud/rdab003

By:

Chang, Yongsung;
Park, Yena

Publication type:

Article

The Equilibrium Impact of Agricultural Risk on Intermediate Inputs and Aggregate Productivity.

Published in:

Review of Economic Studies, 2021, v. 88, n. 5, p. 2275, doi. 10.1093/restud/rdaa084

By:

Donovan, Kevin

Publication type:

Article

Government Debt Management: The Long and the Short of It.

Published in:

Review of Economic Studies, 2019, v. 86, n. 6, p. 2554, doi. 10.1093/restud/rdy061

By:

Faraglia, Elisa;
Marcet, Albert;
Oikonomou, Rigas;
Scott, Andrew

Publication type:

Article

House Prices and Consumer Spending.

Published in:

Review of Economic Studies, 2018, v. 85, n. 3, p. 1502, doi. 10.1093/restud/rdx060

By:

Berger, David;
Guerrieri, Veronica;
Lorenzoni, Guido;
Vavra, Joseph

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

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

Dispersion of Beliefs Bounds: Sentimental Recovery.

Published in:

Management Science, 2024, v. 70, n. 12, p. 8284, doi. 10.1287/mnsc.2022.01587

By:

Pazarbaşı, Altan;
Schneider, Paul;
Vilkov, Grigory

Publication type:

Article

An Experimental Comparison of Two Exchange Economies: Long-Lived Asset vs. Short-Lived Asset.

Published in:

Management Science, 2021, v. 67, n. 11, p. 6946, doi. 10.1287/mnsc.2020.3855

By:

Carbone, Enrica;
Hey, John;
Neugebauer, Tibor

Publication type:

Article

Tail Risk and Robust Portfolio Decisions.

Published in:

Management Science, 2021, v. 67, n. 5, p. 3254, doi. 10.1287/mnsc.2020.3615

By:

Jin, Xing;
Luo, Dan;
Zeng, Xudong

Publication type:

Article

A Dynamic Mean-Variance Analysis for Log Returns.

Published in:

Management Science, 2021, v. 67, n. 2, p. 1093, doi. 10.1287/mnsc.2019.3493

By:

Dai, Min;
Jin, Hanqing;
Kou, Steven;
Xu, Yuhong

Publication type:

Article

On Risk Induced by Technical Change.

Published in:

International Journal of Business & Economic Sciences Applied Research, 2017, v. 10, n. 1, p. 42

By:

Ünveren, Burak

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