Kerry Back

MaRDI QIDQ198655zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Mediation and strategic delay in bargaining and markets Journal of Economic Dynamics and Control	2022-08-31	Paper
Increasing risk aversion and life-cycle investing Mathematics and Financial Economics	2019-06-18	Paper
Activism, strategic trading, and liquidity Econometrica	2018-09-19	Paper
A compact space of transitive locally non-satiated preference relations Economics Letters	2016-01-01	Paper
A characterization of the coskewness-cokurtosis pricing model Economics Letters	2015-05-19	Paper
Strategic liquidity provision in limit order markets Econometrica	2013-10-31	Paper
Asset pricing and portfolio choice theory.	2010-09-30	Paper
Information in Securities Markets: Kyle Meets Glosten and Milgrom Econometrica	2006-06-19	Paper
A course in derivative securities. Introduction to theory and computation. Springer Finance	2005-09-27	Paper
scientific article; zbMATH DE number 2144814 (Why is no real title available?)	2005-03-14	Paper
Auctions of divisible goods with endogenous supply Economics Letters	2001-08-20	Paper
scientific article; zbMATH DE number 852299 (Why is no real title available?)	1996-09-02	Paper
Incomplete markets and individual risks Economic Theory	1995-03-15	Paper
Implied Probabilities in GMM Estimators Econometrica	1993-12-20	Paper
GMM, maximum likelihood, and nonparametric efficiency Economics Letters	1992-10-05	Paper
On the fundamental theorem of asset pricing with an infinite state space Journal of Mathematical Economics	1991-01-01	Paper
Asset pricing for general processes Journal of Mathematical Economics	1991-01-01	Paper
Structure of consumption sets and existence of equilibria in infinite- dimensional spaces Journal of Mathematical Economics	1988-01-01	Paper
Convergence of Lagrange Multipliers and Dual Variables for Convex Optimization Problems Mathematics of Operations Research	1988-01-01	Paper
The shadow price of information in continuous time decision problems Stochastics	1987-01-01	Paper
Concepts of similarity for utility functions Journal of Mathematical Economics	1986-01-01	Paper
Continuity of the Fenchel Transform of Convex Functions	1986-01-01	Paper

Research outcomes over time

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