Equilibrium asset pricing with systemic risk (Q926213): Difference between revisions

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-.1007/s00199-007-0238-3
@@ Property / DOI: 10.1007/s00199-007-0238-3 / rank @@
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+W2095573510
@@ Property / OpenAlex ID: W2095573510 / rank @@
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@@ Property / cites work @@
+Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.
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+Coherent Measures of Risk
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+Post-'87 crash fears in the S\&P 500 futures option market
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+Global Games and Equilibrium Selection
@@ Property / cites work: Global Games and Equilibrium Selection / rank @@
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+Bank Runs, Deposit Insurance, and Liquidity
@@ Property / cites work: Bank Runs, Deposit Insurance, and Liquidity / rank @@
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+Association of Random Variables, with Applications
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+Boundedness of solutions of a nonlinear nonautonomous neutral delay equation
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+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
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+Q5558820
@@ Property / cites work: Q5558820 / rank @@
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@@ Property / cites work @@
+Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
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@@ Property / DOI @@
+.1007/S00199-007-0238-3
@@ Property / DOI: 10.1007/S00199-007-0238-3 / rank @@
+Normal rank