The financial market: not as big as you think
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/S11579-018-0220-9
Characterizations of risk aversion in cumulative prospect theory
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/S11579-018-0229-0
Nonlinear equity valuation using conic finance and its regulatory implications
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/S11579-018-0219-2
Borrowing constraints, effective flexibility in labor supply, and portfolio selection
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/S11579-018-0224-5
Asset price bubbles, market liquidity, and systemic risk
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/s11579-019-00247-9
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/s11579-020-00276-9
Arbitrage-free modeling under Knightian uncertainty
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/s11579-020-00267-w
No–arbitrage commodity option pricing with market manipulation
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/s11579-020-00265-y
Bubbles in assets with finite life
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/s11579-018-0233-4
Consumption–investment problem with pathwise ambiguity under logarithmic utility
来源期刊:Mathematics and Financial EconomicsDOI:10.1007/S11579-019-00236-Y