Works matching DE "INCOMPLETE markets"

Results: 214

Power Flows: Transmission Lines, Allocative Efficiency, and Corporate Profits.

Published in:

American Economic Review, 2025, v. 115, n. 8, p. 2574, doi. 10.1257/aer.20240276

By:

Hausman, Catherine

Publication type:

Article

深度强化学习驱动的风储系统参与能量-调频市场竞价策略.

Published in:

Electric Power Engineering Technology, 2025, v. 44, n. 3, p. 30, doi. 10.12158/j.2096-3203.2025.03.003

By:

李钟平;
向月

Publication type:

Article

Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 3, p. 1, doi. 10.3390/jrfm14030097

By:

Fard, Farzad Alavi;
Tchatoka, Firmin Doko;
Sriananthakumar, Sivagowry

Publication type:

Article

Expected vs. real transaction costs in European option pricing.

Published in:

Discrete & Continuous Dynamical Systems - Series S, 2022, v. 15, n. 12, p. 1, doi. 10.3934/dcdss.2022063

By:

Attalienti, Antonio;
Bufalo, Michele

Publication type:

Article

Risk Factor Disclosures: Do Managers and Markets Speak the Same Language?

Published in:

Accounting Horizons, 2023, v. 37, n. 2, p. 67, doi. 10.2308/HORIZONS-17-086

By:

Filzen, Joshua J.;
McBrayer, Garrett A.;
Shannon, Kyle S.

Publication type:

Article

Financial Integration Without Financial Development.

Published in:

Atlantic Economic Journal, 2021, v. 49, n. 2, p. 201, doi. 10.1007/s11293-021-09709-2

By:

Corneli, Flavia

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

Debt structure, economic stimulus and firm investment efficiency.

Published in:

European Financial Management, 2024, v. 30, n. 1, p. 284, doi. 10.1111/eufm.12414

By:

Han, Miao;
Huang, Wei;
Shen, Yun

Publication type:

Article

Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences.

Published in:

European Financial Management, 2021, v. 27, n. 2, p. 244, doi. 10.1111/eufm.12276

By:

Ghanbari, Hamed;
Oancea, Michael;
Perrakis, Stylianos

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

Monetary Policy and Inequality under Household Heterogeneity and Incomplete Markets.

Published in:

Economía (02544415), 2022, v. 45, n. 90, p. 74, doi. 10.18800/economia.202202.004

By:

Villarreal, Francisco G.

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

Optimists and Pessimists in (In)Complete Markets.

Published in:

Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 8, p. 2466, doi. 10.1017/S002210901900070X

By:

Branger, Nicole;
Konermann, Patrick;
Schlag, Christian

Publication type:

Article

Introducing an Austrian backpack in Spain.

Published in:

SERIEs, 2022, v. 13, n. 3, p. 513, doi. 10.1007/s13209-022-00263-x

By:

Sousa, João Brogueira de;
Díaz-Saavedra, Julián;
Marimon, Ramon

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

O MERCADO DE ALIMENTOS ORGÂNICOS DA AGRICULTURA FAMILIAR EM EMPRESAS ALIMENTARES E RESTAURANTES DE SANTA CRUZ DO SUL-RSBRASIL.

Published in:

Geosul, 2023, v. 37, n. 85, p. 229, doi. 10.5007/2177-5230.2023.e85805

By:

dos Santos Zambarda, Maria Eduarda;
Elisabeta Etges, Virginia

Publication type:

Article

Optimal Hedging in Incomplete Markets.

Published in:

Applied Mathematical Finance, 2020, v. 27, n. 4, p. 265, doi. 10.1080/1350486X.2020.1819831

By:

Bouzianis, George;
Hughston, Lane P.

Publication type:

Article

A smooth homotopy method for incomplete markets.

Published in:

Mathematical Programming, 2021, v. 190, n. 1/2, p. 585, doi. 10.1007/s10107-020-01551-9

By:

Zhan, Yang;
Dang, Chuangyin

Publication type:

Article

Capital and Labor Income Pareto Exponents Across Time and Space.

Published in:

Review of Income & Wealth, 2022, v. 68, n. 4, p. 1058, doi. 10.1111/roiw.12556

By:

de Vries, Tjeerd;
Toda, Alexis Akira

Publication type:

Article

A Worker's Backpack as an Alternative to PAYG Pension Systems.

Published in:

Journal of the European Economic Association, 2023, v. 21, n. 5, p. 1944, doi. 10.1093/jeea/jvad021

By:

Díaz-Saavedra, Julián;
Marimon, Ramon;
Sousa, João Brogueira de

Publication type:

Article

Optimal Time-Consistent Government Debt Maturity, Fiscal Policy, and Default.

Published in:

Journal of the European Economic Association, 2022, v. 20, n. 5, p. 2062, doi. 10.1093/jeea/jvac024

By:

Kiiashko, Sergii

Publication type:

Article

Side Effects of Safe Asset Creation.

Published in:

Journal of the European Economic Association, 2022, v. 20, n. 2, p. 581, doi. 10.1093/jeea/jvab029

By:

Acharya, Sushant;
Dogra, Keshav

Publication type:

Article

On the Provision of Unemployment Insurance when Workers are Ex-Ante Heterogeneous.

Published in:

Journal of the European Economic Association, 2021, v. 19, n. 1, p. 664, doi. 10.1093/jeea/jvaa015

By:

Setty, Ofer;
Yedid-Levi, Yaniv

Publication type:

Article

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

Restricted Participation on Financial Markets: A General Equilibrium Approach Using Variational Inequality Methods.

Published in:

Networks & Spatial Economics, 2022, v. 22, n. 2, p. 327, doi. 10.1007/s11067-019-09491-4

By:

Donato, Maria Bernadette;
Milasi, Monica;
Villanacci, Antonio

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

Dynamic behaviour of optimal portfolio with stochastic volatility.

Published in:

Economic Research-Ekonomska Istrazivanja, 2021, v. 34, n. 1, p. 352, doi. 10.1080/1331677X.2020.1788407

By:

Zhang, Yongmin;
Zhao, Yingxue

Publication type:

Article

On the mathematical theory of evidence in navigation.

Published in:

Scientific Journals of The Maritime University of Szczecin / Zeszyty Naukowe Akademii Morskiej w Szczecinie, 2016, v. 117, n. 45, p. 159, doi. 10.17402/100

By:

Filipowicz, Włodzimierz

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

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

Piecewise linear processes with Poisson‐modulated exponential switching times.

Published in:

Mathematical Methods in the Applied Sciences, 2019, v. 42, n. 13, p. 4606, doi. 10.1002/mma.5683

By:

Di Crescenzo, Antonio;
Martinucci, Barbara;
Ratanov, Nikita

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

Market Probability of Interest Rate Tick Movements.

Published in:

Journal of Derivatives, 2025, v. 32, n. 3, p. 140, doi. 10.3905/jod.2024.1.218

By:

Liu, Anxin;
Chen, Zhanyu;
Zhang, Kai;
Zhao, Hongbiao

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

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

Stability analysis of supply chain members time delay decisions considering corporate social responsibility.

Published in:

International Journal of General Systems, 2024, v. 53, n. 7/8, p. 805, doi. 10.1080/03081079.2024.2312453

By:

Li, Yu;
Liu, Linzhong;
Li, Wenxia;
Li, Wen

Publication type:

Article

Non-Uniqueness of Best-Of Option Prices Under Basket Calibration.

Published in:

Risks, 2025, v. 13, n. 6, p. 117, doi. 10.3390/risks13060117

By:

Ahnouch, Mohammed;
Elaachak, Lotfi;
Ghadi, Abderrahim

Publication type:

Article