Mark Schroder

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
The negative value of private information in illiquid markets Journal of Economic Theory	2023-07-06	Paper
Short-sale constraints, information acquisition, and asset prices Journal of Economic Theory	2017-11-07	Paper
Linked recursive preferences and optimality Mathematical Finance	2016-02-22	Paper
A simple proof of functional Itô's lemma for semimartingales with an application Statistics & Probability Letters	2014-02-11	Paper
Optimal debt contracts and product market competition with exit and entry Journal of Economic Theory	2010-03-04	Paper
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION Mathematical Finance	2008-04-30	Paper
Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. Stochastic Processes and their Applications	2005-11-29	Paper
Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income Stochastic Processes and their Applications	2005-08-05	Paper
scientific article; zbMATH DE number 1553583 (Why is no real title available?)	2001-01-16	Paper
Optimal consumption and portfolio selection with stochastic differential utility Journal of Economic Theory	2000-04-25	Paper
Recursive valuation of defaultable securities and the timing of resolution of uncertainty The Annals of Applied Probability	1997-05-12	Paper
A term structure model with preferences for the timing of resolution of uncertainty Economic Theory	1997-02-04	Paper
scientific article; zbMATH DE number 811607 (Why is no real title available?)	1995-12-03	Paper
Spaces making continous convergence and locally uniform convergence coincide, their very weak P-property, and their topological behaviour. MATHEMATICA SCANDINAVICA	1990-01-01	Paper
A Reduction Method Applicable to Compound Option Formulas Management Science	1989-01-01	Paper

Research outcomes over time

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