A dynamic equilibrium model of imperfectly integrated financial markets (Q472216): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B50
@@ Property / Mathematics Subject Classification ID: 91B50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B69
@@ Property / Mathematics Subject Classification ID: 91B69 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6370839
@@ Property / zbMATH DE Number: 6370839 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two trees
@@ Property / zbMATH Keywords: two trees / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asset pricing with heterogeneous investors
@@ Property / zbMATH Keywords: asset pricing with heterogeneous investors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+home bias in portfolios
@@ Property / zbMATH Keywords: home bias in portfolios / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+international stock return correlations
@@ Property / zbMATH Keywords: international stock return correlations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial integration
@@ Property / zbMATH Keywords: financial integration / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3023685791
@@ Property / OpenAlex ID: W3023685791 / rank @@
+Normal rank
@@ Property / cites work @@
+Capital Market Equilibrium with Differential Taxation *
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Accuracy in Simulations
@@ Property / cites work: Accuracy in Simulations / rank @@
+Normal rank
@@ Property / cites work @@
+Financial globalization and real regionalization
@@ Property / cites work: Financial globalization and real regionalization / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of optimal investment and consumption with transaction costs.
+Normal rank
@@ Property / cites work @@
+Asymptotic methods for asset market equilibrium analysis
+Normal rank
@@ Property / cites work @@
+Q4225048
@@ Property / cites work: Q4225048 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
+Normal rank
@@ Property / cites work @@
+A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+The Lucas Orchard
@@ Property / cites work: The Lucas Orchard / rank @@
+Normal rank
@@ Property / cites work @@
+The Role of Portfolio Constraints in the International Propagation of Shocks
+Normal rank
@@ Property / cites work @@
+A Dynamic Equilibrium Model of International Portfolio Holdings
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:472216