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A puzzle of excessive equity risk premium and the case of Poland
Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 1, pp. 1-11
The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...
Persistent link: https://www.econbiz.de/10011539760
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Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk; Larsen, Kasper - In: Finance and stochastics 19 (2015) 3, pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
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The folk theorem with imperfect public information in continuous time
Bernard, Benjamin; Frei, Christoph - In: Theoretical economics : TE ; journal of the Econometric … 11 (2016) 2, pp. 411-453
Persistent link: https://www.econbiz.de/10011500610
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Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.; Lindner, Alexander - In: Journal of econometrics 189 (2015) 2, pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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Optimal entry timing
Kolb, Aaron M. - In: Journal of economic theory 157 (2015), pp. 973-1000
Persistent link: https://www.econbiz.de/10011525361
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Strategic real options
Kolb, Aaron M. - In: Journal of economic theory 183 (2019), pp. 344-383
Persistent link: https://www.econbiz.de/10012131353
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Try before you buy : a theory of dynamic information acquisition
Lang, Ruitian - In: Journal of economic theory 183 (2019), pp. 1057-1093
Persistent link: https://www.econbiz.de/10012131435
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Optimal overbooking strategies in the airlines using dynamic programming approach in continuous time
Fard, Farzad Alavi; Sy, Malick; Ivanov, Dmitry - In: Transportation research / E : an international journal 128 (2019), pp. 384-399
Persistent link: https://www.econbiz.de/10012061151
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On preemption in discrete and continuous time
Steg, Jan-Henrik - In: Dynamic games and applications : DGA 8 (2018) 4, pp. 918-938
Persistent link: https://www.econbiz.de/10012101155
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A minimum effort coordination game experiment in continuous time
Leng, Ailin; Friesen, Lana; Kalayci, Kenan; Man, Priscilla - In: Experimental economics : a journal of the Economic … 21 (2018) 3, pp. 549-572
Persistent link: https://www.econbiz.de/10011942013