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First-price Sealed-bid Auctions with Smoothly Ambiguity-Averse Bidders
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Tianyu Ma |
IMW Working Paper 769 |
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Optimal Design of Model-Contingent Insurance Contracts
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Marco Spengemann |
IMW Working Paper 767 |
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Portfolio Selection under Ambiguity in Volatility
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Prince Osei |
IMW Working Paper 756 |
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Belief-neutral Efficiency in Financial Markets
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Patrick Beissner |
IMW Working Paper 702 |
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Cash-Constrained R&D Investing
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Herbert Dawid, Jan-Henrik Steg, Xingang Wen |
SFB 1283 Preprint 24094 |
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Arbitrage Pricing in Convex, Cash-Additive Markets
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Émy Lecuyer, Lorenzo Stanca |
SFB 1283 Preprint 24078 |
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Optimal Consumption for Recursive Preferences with Local Substitution under Risk
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Hanwu Li |
SFB 1283 Preprint 24067 |
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Demographic Changes and Asset Prices in an Overlapping Generations Model
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Herman Demèze, Beatrice Simo-Kengne |
IMW Working Paper 672 |