Pages that link to "Item:Q5917431"
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The following pages link to Financial markets theory. Equilibrium, efficiency and information (Q5917431):
Displaying 8 items.
- Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
- Elementary proof that mean-variance implies quadratic utility (Q622632) (← links)
- Liquidity and market incompleteness (Q665821) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
