The following pages link to Klaus Ehemann (Q588270):
Displaying 50 items.
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- A stochastic dominance approach to the measurement of discrimination (Q435900) (← links)
- Financial modeling, actuarial valuation and solvency in insurance (Q444331) (← links)
- Separability and aggregation of equivalence relations (Q453212) (← links)
- Mathematics in the modern world of finance. Derivates, portfolio models and rating procedures. (Q610150) (← links)
- Demand bargaining and proportional payoffs in majority games (Q632962) (← links)
- Life insurance risk management essentials (Q636213) (← links)
- (Q690337) (redirect page) (← links)
- The expected utility of portfolios of assets (Q690338) (← links)
- On the definition of risk aversion (Q753618) (← links)
- The Becker-DeGroot-Marschak mechanism and nonexpected utility: A testable approach (Q811313) (← links)
- Market-conform valuation of options. (Q819979) (← links)
- Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
- Financial modeling under non-Gaussian distributions. (Q855067) (← links)
- Junior is rich: bequests as consumption (Q883082) (← links)
- Skew symmetric additive utility with finite states (Q917410) (← links)
- Approximate equilibria for Bayesian games (Q924250) (← links)
- Human capital accumulation and output growth in a stochastic environment (Q934900) (← links)
- Wealth transfers and the role of collateral when lifetimes are uncertain (Q934902) (← links)
- The objective of a privately owned firm under imperfect competition (Q943350) (← links)
- A bargaining approach to coordination in networks (Q956589) (← links)
- Reflexivity in economics. An experimental examination on the self-referentiality of economic theories (Q960585) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- Cost accounting (Q1005988) (← links)
- Mutually acceptable courses of action (Q1016329) (← links)
- Actuarial mathematics. (Q1019863) (← links)
- Rank- and sign-dependent linear utility models for finite first-order gambles (Q1180524) (← links)
- Decision theory and decision behaviour. Normative and descriptive approaches (Q1188814) (← links)
- Universal schemes for prediction, gambling and portfolio selection (Q1196946) (← links)
- Optimal fiscal policy in a stochastic growth model (Q1207490) (← links)
- Risk-neutral valuation: Pricing and hedging of financial derivatives (Q1264183) (← links)
- General financial equilibrium with policy interventions: a variational inequality approach (Q1308662) (← links)
- A dynamic model of the firm with uncertain earnings and adjustment costs (Q1330542) (← links)
- The equilibrium allocation of investment capital in the presence of adverse selection and costly state verification (Q1341443) (← links)
- Quantitative methods for portfolio analysis. MTV model approach (Q1344908) (← links)
- Time-to-build. Interrelated investment and labour demand modelling. With applications to 6 OECD countries (Q1346639) (← links)
- Efficient non-contractible investments in large economies. (Q1347820) (← links)
- Optimal practical stabilization and controllability of systems with Markovian jumps (Q1400274) (← links)
- Variational inequalities for leavable bounded-velocity control (Q1404795) (← links)
- Optimal hysteresis for a class of deterministic deteriorating two-armed bandit problem with switching costs. (Q1421425) (← links)
- A nonlinear controlled system of differential equations describing the process of production and sales of a consumer good (Q1422531) (← links)
- Growth-oriented portfolio selection based on stochastic holding periods (Q1569797) (← links)
- Imperfect information and investor heterogeneity in the bond market (Q1571126) (← links)
- Comments on ``Kalman-filtering methods for computing information matrices for time-invariant, periodic, and generally time-varying VARMA models and samples'' (Q1586272) (← links)
- The spirit of capitalism, social status, money, and accumulation. (Q1601976) (← links)
- Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management (Q1809495) (← links)
- On value preserving and growth optimal portfolios (Q1809496) (← links)
- Optimality of randomized strategies in a Markovian replacement model (Q1812297) (← links)
- Competitive optimal on-line leasing (Q1818280) (← links)
- Optimal average case estimation in Hilbert norms (Q1841267) (← links)
