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DateTitle Authors
2011 On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processesFramstad, Nils Chr.
2009 Introducing a spread into the Kyle modelSalomonsson, Marcus
2011 Do low interest rates sow the seeds of financial crises?Cociuba, Simona E. / Shukayev, Malik / Ueberfeldt, Alexander
2014 Peer effects and risk sharing in experimental asset marketsBaghestanian, Sascha / Gortner, Paul J. / van der Weele, Joël J.
2011 Portfolio separation with α-symmetric and psuedo-isotropic distributionsFramstad, Nils Chr.
2011 Portfolio separation properties of the skew-elliptical distributionsFramstad, Nils Chr.
2011 Forward-backward systems for expected utility maximizationHorst, Ulrich / Hu, Ying / Imkeller, Peter / Réveillac, Anthony / Zhang, Jianing
2013 The illiquidity of water marketsDonna, Javier / Espin-Sanchez, Jose-Antonio
2009 Testing the Modigliani-Miller theorem directly in the lab: A general equilibrium approachQiu, Jianying / Mahagaonkar, Prashanth
2007 Real-time effects of central bank interventions in the euro marketFatum, Rasmus / Pedersen, Jesper

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