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Browse by Journal of Economic Literature classification

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Group by: Creators | Item Type
Jump to: A | C | D | G | K | R | S | T
Number of items at this level: 22.

A

Algan, Yann, Allais, Olivier, Den Haan, Wouter J. and Rendahl, Pontus (2013) Solving and simulating models with heterogeneous agents and aggregate uncertainty. In: Schmedders, Karl and Judd, Kenneth L., (eds.) Handbook of Computational Economics Vol. 3. North-Holland, Elsevier, Oxford, UK, pp. 277-324. ISBN 9780444529800

Appa, Gautam, Magos, D., Mourtos, Ioannis and Janssen, Jeannette (2006) On the Orthogonal Latin Square polytope. Discrete Mathematics, 306 (2). pp. 171-187. ISSN 0012-365X

C

Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series, London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26 (12). pp. 3104-3141. ISSN 0893-9454

D

Duffie, Darrell and Rahi, Rohit (1995) Financial market innovation and security design: an introduction. Journal of Economic Theory, 65 (1). pp. 1-42. ISSN 1095-7235

G

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility: applications. Discussion paper, 482. Financial Markets Group, London School of Economics and Political Science, London, UK.

Gottardi, Piero and Rahi, Rohit (2001) Efficiency properties of rational expectations equilibria with asymmetric information. 2922. Centre for Economic Policy Research, London, UK.

Gottardi, Piero and Rahi, Rohit (2013) Risk sharing and retrading in incomplete markets. Economic Theory, 54 (2). pp. 287-304. ISSN 0938-2259

Gottardi, Piero and Rahi, Rohit (2007) Value of information in competitive economies with incomplete markets. 596. Financial Markets Group, London School of Economics and Political Science, London, UK.

K

Kogan, Leonid, Makarov, Igor and Uppal, Raman (2007) The equity risk premium and the riskfree rate in an economy with borrowing constraints. Mathematics and Financial Economics, 1 (1). pp. 1-19. ISSN 1862-9679

R

Rahi, Rohit (1995) Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65 (1). pp. 171-197. ISSN 1095-7235

Rahi, Rohit (1995) Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24 (2). pp. 137-146. ISSN 0304-4068

Rahi, Rohit and Gottardi, Piero (2001) Efficiency properties of rational expectations equilibria with asymmetric information. Discussion paper, 381. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets. . (Unpublished)

Rahi, Rohit and Zigrand, Jean-Pierre (2006) Arbitrage networks. In: Decentralization Conference, 6 - 8 April 2006, Université Paris 1 Panthéon Sorbonne. (Unpublished)

Rahi, Rohit and Zigrand, Jean-Pierre (2008) Arbitrage networks. Rohit Rahi and Jean-Pierre Zigrand, London, UK. (Unpublished)

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Endogenous liquidity and contagion. Discussion paper, 637. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Strategic financial innovation in segmented markets. Review of Financial Studies, 22 (8). pp. 2941-2971. ISSN 0893-9454

Rahi, Rohit and Zigrand, Jean-Pierre (2007) Strategic financial innovation in segmented markets. Discussion paper, 595. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand, London, UK. (Unpublished)

S

Soner, H. Mete, Cetin, Umut and Touzi, Nizar (2010) Option hedging for small investors under liquidity costs. Finance and Stochastics, 14 (3). pp. 317-341. ISSN 0949-2984

T

Tsomocos, Dimitrios P. (2003) Equilibrium analysis, banking, contagion and financial fragility. Discussion paper, 450. Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Tue Sep 23 13:24:05 2014 BST.