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Publication search results
found 30 matches
- 2022
- Petra Tomanová, Michal Cerný:
Efficiency of antiquarian bookshops in informationally complete markets. Central Eur. J. Oper. Res. 30(2): 573-593 (2022) - Olena Bahchedjioglou, Georgiy Shevchenko:
Optimal investments for the standard maximization problem with non-concave utility function in complete market model. Math. Methods Oper. Res. 95(1): 163-181 (2022) - Lukas Hümbs, Alexander Martin, Lars Schewe:
Exploiting complete linear descriptions for decentralized power market problems with integralities. Math. Methods Oper. Res. 95(3): 451-474 (2022) - 2021
- Stefan Lyócsa, Daniel Stasek:
Improving stock market volatility forecasts with complete subset linear and quantile HAR models. Expert Syst. Appl. 183: 115416 (2021) - Helyette Geman, Henry Price:
Bitcoin spot and derivatives markets: Searching for completeness. Risk Decis. Anal. 8(3-4): 113-125 (2021) - Xiangyu Wang, Jianming Xia:
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets. SIAM J. Financial Math. 12(3): 1054-1111 (2021) - 2018
- Aloisio Araujo, Alain Chateauneuf, José Heleno Faro:
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. J. Econ. Theory 173: 257-288 (2018) - 2017
- Xue Dong He, Roy Kouwenberg, Xun Yu Zhou:
Rank-Dependent Utility and Risk Taking in Complete Markets. SIAM J. Financial Math. 8(1): 214-239 (2017) - 2015
- Yang Shen:
Mean-variance portfolio selection in a complete market with unbounded random coefficients. Autom. 55: 165-175 (2015) - Lars Ehlers, Jordi Massó:
Matching markets under (in)complete information. J. Econ. Theory 157: 295-314 (2015) - Paul Ehling, Christian Heyerdahl-Larsen:
Complete and incomplete financial markets in multi-good economies. J. Econ. Theory 160: 438-462 (2015) - Nicole Bäuerle, Stefanie Grether:
Complete markets do not allow free cash flow streams. Math. Methods Oper. Res. 81(2): 137-146 (2015) - 2014
- Darong Dai:
The Long-Run Behavior of Consumption and Wealth Dynamics in Complete Financial Market with Heterogeneous Investors. J. Appl. Math. 2014: 482314:1-482314:16 (2014) - 2010
- Alain Bensoussan, J. David Diltz, SingRu Celine Hoe:
Real Options Games in Complete and Incomplete Markets with Several Decision Makers. SIAM J. Financial Math. 1(1): 666-728 (2010) - 2009
- Charles S. Tapiero, Konstantin Kogan:
Risk-averse order policies with random prices in complete market and retailers' private information. Eur. J. Oper. Res. 196(2): 594-599 (2009) - Hui Gao, Fushuan Wen, Iain MacGill:
Impacts of Tradable Emission Permits on Oligopoly Electricity Market Production under Complete and Incomplete Information. SMC 2009: 3365-3370 - 2007
- Aihua Zhang:
A secret to create a complete market from an incomplete market. Appl. Math. Comput. 191(1): 253-262 (2007) - Fang Tang, Lynne E. Parker:
A Complete Methodology for Generating Multi-Robot Task Solutions using ASyMTRe-D and Market-Based Task Allocation. ICRA 2007: 3351-3358 - 2006
- Lothar Rogge:
Call Completeness Implies Completeness in the n -period Model of a Financial Market. Finance Stochastics 10(2): 298-301 (2006) - Gordan Zitkovic:
Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints. Finance Stochastics 10(1): 99-119 (2006) - 2005
- Anne Gundel:
Robust utility maximization for complete and incomplete market models. Finance Stochastics 9(2): 151-176 (2005) - Erik Taflin:
Bond market completeness and attainable contingent claims. Finance Stochastics 9(3): 429-452 (2005) - Alexander Schied:
Optimal Investments for Robust Utility Functionals in Complete Market Models. Math. Oper. Res. 30(3): 750-764 (2005) - 2002
- Sergio Albeverio, Victoria Steblovskaya:
A model of financial market with several interacting assets. Complete market case. Finance Stochastics 6(3): 383-396 (2002) - Andrew E. B. Lim, Xun Yu Zhou:
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market. Math. Oper. Res. 27(1): 101-120 (2002) - Ana García-Serrano, Luis Rodrigo-Aguado, Josefa Z. Hernández, Paloma Martínez Fernández, Javier Calle-Gómez:
Advice: Virtual Sales Assistant for the complete customer service process in digital markets. Proces. del Leng. Natural 29 (2002) - 2001
- Frank Riedel:
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information. J. Econ. Theory 97(1): 109-122 (2001) - 2000
- Giulio Codognato:
Cournot-Nash Equilibria in Limit Exchange Economies with Complete Markets: A Comparison between Two Models. Games Econ. Behav. 31(1): 136-146 (2000) - 1999
- Michael Dritschel, Philip Protter:
Complete markets with discontinuous security price. Finance Stochastics 3(2): 203-214 (1999) - 1992
- Rose-Anne Dana, Monique Pontier:
On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark. Math. Oper. Res. 17(1): 148-163 (1992)
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