Mark Schroder

Available identifiers

Publication	Date of Publication	Type
The negative value of private information in illiquid markets	2023-07-06	Paper
Short-sale constraints, information acquisition, and asset prices	2017-11-07	Paper
Linked recursive preferences and optimality	2016-02-22	Paper
A simple proof of functional Itô's lemma for semimartingales with an application	2014-02-11	Paper
Optimal debt contracts and product market competition with exit and entry	2010-03-04	Paper
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION	2008-04-30	Paper
Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.	2005-11-29	Paper
Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income	2005-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4526399	2001-01-16	Paper
Optimal consumption and portfolio selection with stochastic differential utility	2000-04-25	Paper
Recursive valuation of defaultable securities and the timing of resolution of uncertainty	1997-05-12	Paper
A term structure model with preferences for the timing of resolution of uncertainty	1997-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q4852574	1995-12-03	Paper
Spaces making continous convergence and locally uniform convergence coincide, their very weak P-property, and their topological behaviour.	1990-01-01	Paper
A Reduction Method Applicable to Compound Option Formulas	1989-01-01	Paper

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