Publication:4335866

From MaRDI portal


zbMath0884.90033MaRDI QIDQ4335866

No author found.

Publication date: 5 May 1997



91B24: Microeconomic theory (price theory and economic markets)

91B62: Economic growth models

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance

91Gxx: Actuarial science and mathematical finance


Related Items

The Defaultable Lévy Term Structure: Ratings and Restructuring, A GENERAL FRAMEWORK FOR PRICING CREDIT RISK, The Term Structure of Simple Forward Rates with Jump Risk, PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY, DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS, SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK, Market selection and survival of investment strategies, Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach, American contingent claims under small proportional transaction costs, Globally evolutionarily stable portfolio rules, Financial Giffen goods: Examples and counterexamples, Modeling financial reinsurance in the casualty insurance business via stochastic programming, Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization, Financial modelling: Where to go? With an illustration for portfolio management, Portfolio choice with endogenous utility: a large deviations approach., Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach, Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach, Investment and dividends under irreversibility and financial constraints, On interdependent supergames: Multimarket contact, concavity, and collusion, And a vision appeared unto them of a great profit: evidence of self-deception among the self-employed., A robust nonparametric approach to evaluate and explain the performance of mutual funds, The capital cost of holding inventory with stochastically mean-reverting purchase price