ELYES JOUINI FINANCE ISLAMIQUE PDF

Access and download statistics Corrections All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. See general information about how to correct material in RePEc. For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD. If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item.

Author:Yozshugul Feshakar
Country:South Africa
Language:English (Spanish)
Genre:Art
Published (Last):12 February 2018
Pages:350
PDF File Size:16.56 Mb
ePub File Size:6.51 Mb
ISBN:353-2-46564-994-9
Downloads:8283
Price:Free* [*Free Regsitration Required]
Uploader:Dubei



Gurus and belief manipulation. Subjective expectations and medical testing. Live fast, die young. Economic Modelling, Elsevier, , 36, pp. The marginal propensity to consume and multidimensional risk. Economics Letters, Elsevier, , 2 , pp. On Portfolio Choice with Savoring and Disappointment.

Evolutionary beliefs and financial markets. Collective risk aversion. Social Choice and Welfare, Springer Verlag, , 40 2 , pp. Journal of Risk and Uncertainty, Springer Verlag, , 47 2 , pp.

On Multivariate Prudence. Journal of Economic Theory, Elsevier, , 3 , pp. Efficient portfolios in financial markets with proportional transaction costs. Mathematics and Financial Economics, Springer Verlag, , 7 3 , pp. Financial Markets Equilibrium with Heterogeneous Agents.

Evolutionary Beliefs and Financial Markets. Evolutionary strategic beliefs and financial markets. Behavioral biases and representative agent. Theory and Decision, Springer Verlag, , 73 1 , pp. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. Discounting and Divergence of Opinion. Journal of Economic Theory, Elsevier, , , pp. Economics Letters, Elsevier, , , pp.

Journal of Economic Dynamics and Control, Elsevier, , 32, pp. Are risk agents more optimistic? A Bayesian estimation approach. Journal of Applied Econometrics, Wiley, , 23 6 , pp. A Bayesian Estimation Approach. Journal of Applied Econometrics, Wiley, , pp. Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. Advances in mathematical economics, , pp. Journal of Economic Dynamics and Control, Elsevier, , 30 7 , pp. Is there a "pessimistic" bias in individual beliefs?

Evidence from a simple survey. Theory and Decision, Springer Verlag, , 61 4 , pp. Arbitrage with fixed costs and interest rate models. Aggregation of Heterogeneous Beliefs. Journal of Mathematical Economics, Elsevier, , 42 6 , pp. Journal of Mathematical Economics, Elsevier, , pp.

Conditional Comonotonicity. Decisions in Economics and Finance, Springer-Verlag, , 27 2 , pp. Equilibrium Pricing in Incomplete Markets. Arbitrage and state price deflators in a general intertemporal framework. Journal of Mathematical Economics, Elsevier, , 41 6 , pp. Convergence of utility functions and convergence of optimal strategies. Vector-valued Coherent Risk Measures. Finance and Stochastics, Springer Verlag Germany , , 8, pp. Comonotonic Processes. Insurance Mathematics and Economics, , 32, pp.

Market imperfections , equilibrium and arbitrage. Lecture notes on Mathematical Finance, , W. A class of models satisfying a dynamical version of the CAPM. Economic Letters, , pp. Convergence of the equilibrium prices in a family of financial models.

Finance and Stochastics, Springer Verlag Germany , , pp. Production planning and inventories optimization with a general storage cost function. Insurance: Mathematics and Economics, Elsevier, , pp. Arbitrage and Invetsment Opportunities.

Finance and Stochastics, Springer Verlag Germany , , 5, pp. Arbitrage and investment opportunities. Finance and Stochastics, Springer Verlag Germany , , 5 3 , pp. Arbitrage and viability in securities markets with fixed trading costs. Journal of Mathematical Economics, Elsevier, , 35, pp. Arbitrage and Control Problems in Finance. Generalized Lipschitz functions. Price functionals with bid—ask spreads: an axiomatic approach. Journal of Mathematical Economics, Elsevier, , 34, pp.

Optimal investment with taxes: an existence result. Journal of Mathematical Economics, Elsevier, , 33, pp. A discrete stochastic model for investment with an application to the transaction costs case. Viability and equilibrium in securities markets with frictions.

Mathematical Finance, Wiley, , 9 3 , pp. Optimal investment with taxes: an optimal control problem with endogeneous delay. Investment and arbitrage opportunities with short sales constraints. Mathematical Finance, Wiley, , 8, pp. Pricing of Non-redundant Derivatives in a Complete Market. Review of Derivatives Research, Springer Verlag, , 2 4 , pp. Incomplete markets, transaction costs and liquidity effects. Martingale and Arbitrage in securities markets with transaction cost.

Journal of economic Theory 66, , , pp. Arbitrage in securities markets with shortsale constraints. Mathematical Finance, Wiley, , pp. General equilibrium with producers and brokers Existence and regularity. Economics Letters, Elsevier, , 41, pp. The graph of the Walras correspondence, The production economies case. Journal of Mathematical Economics, Elsevier, , 22, pp.

Existence of equilibria in nonconvex economies without free disposal. Economics Letters, Elsevier, , 38, pp. Arbitraje en mercados de valores con fricciones. Cuadernos economicos de ICE, , pp. Journal of Economic Theory, Elsevier, , pp. Functions with constant generalized gradient. Journal of Mathematical Analysis and Applications, Elsevier, , pp.

Journal of Mathematical Economics, Elsevier, , 18, pp. Financial Markets with Heterogeneous Beliefs. Evidence from a Simple Survey. Is there a pesimistic bias in individual and collective beliefs? Theory and Evidence.

BEAUTY QUEENS BY LIBBA BRAY PDF

ELYES JOUINI

.

ASPERISPORIUM CARICAE PDF

La finance islamique prospère

.

Related Articles