LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 4, p. 724, doi. 10.1111/mafi.12046
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2015 AND VI 25 AND IP 4
Results: 7
1
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STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 4, p. 789, doi. 10.1111/mafi.12017
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- Publication type:
- Article
3
A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS.
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- Mathematical Finance, 2015, v. 25, n. 4, p. 827, doi. 10.1111/mafi.12032
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- Publication type:
- Article
4
OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 4, p. 702, doi. 10.1111/mafi.12035
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- Publication type:
- Article
5
OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 4, p. 754, doi. 10.1111/mafi.12036
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- Publication type:
- Article
6
NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 4, p. 673, doi. 10.1111/mafi.12038
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- Publication type:
- Article
7
MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 4, p. 869, doi. 10.1111/mafi.12039
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- Publication type:
- Article