Long horizons, high risk aversion, and endogenous spreads.
- Published in:
- 2019
- Publication type:
- Correction Notice
Works matching IS 09601627 AND DT 2019 AND VI 29 AND IP 2
Results: 10
1
2
Issue Information.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 407, doi. 10.1111/mafi.12189
- Publication type:
- Article
3
Optimal consumption and investment under transaction costs*.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 483, doi. 10.1111/mafi.12187
- By:
- Publication type:
- Article
4
Optimal insurance under rank‐dependent utility and incentive compatibility.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 659, doi. 10.1111/mafi.12185
- By:
- Publication type:
- Article
5
Static hedging and pricing of exotic options with payoff frames.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 612, doi. 10.1111/mafi.12184
- By:
- Publication type:
- Article
6
Affine multiple yield curve models.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 568, doi. 10.1111/mafi.12183
- By:
- Publication type:
- Article
7
Realization utility with adaptive reference points.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 409, doi. 10.1111/mafi.12182
- By:
- Publication type:
- Article
8
Trading co‐integrated assets with price impact.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 542, doi. 10.1111/mafi.12181
- By:
- Publication type:
- Article
9
Optimal trade execution in order books with stochastic liquidity.
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 507, doi. 10.1111/mafi.12180
- By:
- Publication type:
- Article
10
Who should sell stocks?
- Published in:
- Mathematical Finance, 2019, v. 29, n. 2, p. 448, doi. 10.1111/mafi.12179
- By:
- Publication type:
- Article