Asset Pricing; Stochastic Habit Formation - Articles

Asset Pricing with Stochastic Habit Formation (Articles)

Masao Nakagawa

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22018 5,033 Downloads 9,460 Views Citations
Crime and Punishment with Habit Formation (Articles)

Vladimir Kühl Teles, Joaquim Andrade

Theoretical Economics Letters Vol.1 No.3，November 3, 2011

DOI: 10.4236/tel.2011.13021 5,731 Downloads 10,643 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9，September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,435 Downloads 80,719 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3，August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,753 Downloads 8,368 Views Citations
On the Closed-Form Solution to the Endogenous Growth Model with Habit Formation (Articles)

Ryoji Hiraguchi

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24064 3,844 Downloads 7,057 Views Citations
Equilibrium Dynamics in the Neoclassical Growth Model with Habit Formation and Elastic Labor Supply (Articles)

Manuel A. Gómez

Theoretical Economics Letters Vol.2 No.5，December 27, 2012

DOI: 10.4236/tel.2012.25087 5,935 Downloads 8,736 Views Citations
Exchange Rate and Current Account Dynamics with Habits over Consumption and Money Holdings (Articles)

Ichiro Gombi, Shinsuke Ikeda

Modern Economy Vol.4 No.7，July 17, 2013

DOI: 10.4236/me.2013.47051 21,686 Downloads 24,151 Views Citations
The Perils of Relying on Return Data When Testing Asset Pricing Models (Articles)

John F. Pinfold

Journal of Mathematical Finance Vol.12 No.1，January 20, 2022

DOI: 10.4236/jmf.2022.121004 269 Downloads 933 Views Citations
Asset Pricing with Relative Performance and Heterogeneous Agents (Articles)

Ting Levy, Xiangbo Liu, Zijun Liu, Zhigang Qiu

Theoretical Economics Letters Vol.2 No.5，December 28, 2012

DOI: 10.4236/tel.2012.25096 4,315 Downloads 6,729 Views Citations
The Unexplainable Nature of Momentum Portfolio Returns (Articles)

David J. Moore, George C. Philippatos

Journal of Mathematical Finance Vol.4 No.3，April 22, 2014

DOI: 10.4236/jmf.2014.43013 5,064 Downloads 7,320 Views Citations
A New Method of Estimating the Asset Rate of Return (Articles)

Moawia Alghalith, Tracy Polius

Theoretical Economics Letters Vol.1 No.1，June 1, 2011

DOI: 10.4236/tel.2011.11001 4,560 Downloads 10,430 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,855 Downloads 11,958 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2，May 31, 2023

DOI: 10.4236/jmf.2023.132015 283 Downloads 1,334 Views Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted (Articles)

George J Jiang, Guanzhong Pan, Lei Shi

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12004 4,973 Downloads 10,168 Views Citations
Some Exact Results for an Asset Pricing Test Based on the Average F Distribution (Articles)

Soosung Hwang, Stephen E. Satchell

Theoretical Economics Letters Vol.2 No.5，December 21, 2012

DOI: 10.4236/tel.2012.25080 4,404 Downloads 6,820 Views Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure (Articles)

Pascal Heider, Peter N. Posch

Journal of Mathematical Finance Vol.3 No.3A，October 30, 2013

DOI: 10.4236/jmf.2013.33A007 4,688 Downloads 7,141 Views Citations
This article belongs to the Special Issue on Corporate Finance
Granular and Star-Shaped Price Systems (Articles)

Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti

Journal of Financial Risk Management Vol.4 No.3，September 30, 2015

DOI: 10.4236/jfrm.2015.43018 3,457 Downloads 4,352 Views Citations
Stock Price Information Content, Idiosyncratic Volatility and Expected Return (Articles)

Meimei Liang

Journal of Mathematical Finance Vol.5 No.4，November 25, 2015

DOI: 10.4236/jmf.2015.54034 5,255 Downloads 6,712 Views Citations
Risk Component Based Infrastructure Debt Valuation Analysis and Long-Term Investment (Articles)

Chunlan Wang, Satheesh Kumar Sundararajan

Journal of Financial Risk Management Vol.5 No.3，September 9, 2016

DOI: 10.4236/jfrm.2016.53014 2,434 Downloads 4,549 Views Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)

Zhentao Liu, Gilbert V. Nartea, Ji Wu

Theoretical Economics Letters Vol.8 No.1，January 29, 2018

DOI: 10.4236/tel.2018.81005 1,073 Downloads 2,289 Views Citations
This article belongs to the Special Issue on Financial Economics

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