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Last month |
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12 months |
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An anticipative linear filtering equation |
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0 |
1 |
6 |
0 |
0 |
4 |
51 |

Beyond the local mean-variance analysis in continuous time: The problem of non-normality |
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0 |
2 |
12 |
0 |
1 |
7 |
22 |

Empirical Tests of Models of Catastrophe Insurance Futures |
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2 |
130 |
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1 |
4 |
249 |

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs |
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0 |
1 |
9 |
0 |
1 |
4 |
38 |

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs |
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0 |
1 |
24 |
0 |
0 |
8 |
126 |

Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate |
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0 |
2 |
23 |
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0 |
2 |
64 |

Heterogeneity and limited stock market Participation |
2 |
4 |
4 |
17 |
2 |
11 |
14 |
54 |

Insider trading with partially informed traders |
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0 |
0 |
33 |
0 |
1 |
2 |
83 |

Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles |
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0 |
0 |
90 |
1 |
1 |
5 |
280 |

Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model |
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0 |
1 |
48 |
1 |
4 |
19 |
65 |

Long Dated Life Insurance and Pension Contracts |
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0 |
2 |
27 |
0 |
1 |
4 |
53 |

Negative volatility and the Survival of Western Financial Markets |
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0 |
0 |
209 |
0 |
0 |
1 |
636 |

On the Consistency of the Lucas Pricing Formula |
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0 |
0 |
35 |
1 |
2 |
7 |
136 |

On the Consistency of the Lucas Pricing Formula |
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1 |
4 |
0 |
1 |
6 |
24 |

Optimal Risk-Sharing and Deductables in Insurance |
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0 |
0 |
55 |
1 |
1 |
4 |
202 |

Pareto Optimal Insurance Policies in the Presence of Administrative Costs |
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2 |
2 |
14 |
2 |
3 |
5 |
39 |

Recursive utility and disappearing puzzles for continuous-time models |
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0 |
0 |
0 |
0 |
0 |
5 |
37 |

Recursive utility and jump-diffusions |
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2 |
6 |
28 |
3 |
5 |
27 |
77 |

Recursive utility and jump-diffusions |
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1 |
1 |
13 |
0 |
2 |
10 |
23 |

Recursive utility and the equity premium puzzle: A discrete-time approach |
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0 |
0 |
0 |
2 |
7 |
46 |

Recursive utility using the stochastic maximum principle |
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0 |
3 |
27 |
0 |
0 |
14 |
55 |

Strategic Insider Trading Equilibrium: A Filter Theory Approach |
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0 |
1 |
21 |
0 |
0 |
2 |
61 |

Strategic Insider Trading Equilibrium: A Forward Integration Approach |
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0 |
1 |
50 |
0 |
0 |
3 |
232 |

The Life Cycle Model with Recursive Utility: New insights on optimal consumption |
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0 |
3 |
42 |
0 |
1 |
12 |
52 |

The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate |
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0 |
0 |
29 |
0 |
1 |
4 |
124 |

The equity premium and the risk free rate in a production economy. A new perspective |
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0 |
0 |
21 |
0 |
1 |
1 |
52 |

The equity premium in a production economy; A new perspective involving recursive utility |
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1 |
3 |
26 |
0 |
5 |
10 |
30 |

The investment horizon problem: A resolution |
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0 |
0 |
20 |
1 |
2 |
7 |
157 |

The long term equilibrium interest rate and risk premiums under uncertainty |
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1 |
2 |
48 |
0 |
3 |
10 |
90 |

The perpetual American put option for jump-diffusions with applications |
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1 |
5 |
0 |
0 |
3 |
29 |

The perpetual American put option for jump-diffusions with applications |
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0 |
0 |
60 |
0 |
1 |
2 |
239 |

The perpetual American put option for jump-diffusions: Implications for equity premiums |
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0 |
0 |
27 |
0 |
0 |
0 |
131 |

Using Option Pricing Theory to Infer About Equity Premiums |
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0 |
0 |
63 |
0 |
1 |
5 |
267 |

Using Option Pricing Theory to Infer About Historical Equity Premiums |
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1 |
1 |
5 |
0 |
2 |
3 |
31 |

Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products |
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0 |
1 |
185 |
0 |
0 |
9 |
440 |

Wealth Effects on Demand for Insurance |
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0 |
2 |
63 |
0 |
2 |
13 |
219 |

What Puzzles? New insights in asset pricing |
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0 |
0 |
4 |
0 |
0 |
4 |
54 |

Total Working Papers |
4 |
12 |
44 |
1,473 |
12 |
56 |
247 |
4,568 |