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 4,924 Downloads 9,160 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 5,601 Downloads 10,307 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 3,216 Downloads 77,201 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 5,572 Downloads 8,029 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 3,740 Downloads 6,790 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 5,826 Downloads 8,427 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 21,572 Downloads 23,860 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 192 Downloads 691 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 4,218 Downloads 6,462 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 4,992 Downloads 7,069 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 4,403 Downloads 10,108 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 6,691 Downloads 11,575 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 173 Downloads 928 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 4,790 Downloads 9,821 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 4,313 Downloads 6,613 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 4,589 Downloads 6,768 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 3,374 Downloads 4,124 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 5,143 Downloads 6,389 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 2,316 Downloads 4,170 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 992 Downloads 2,035 Views Citations
This article belongs to the Special Issue on Financial Economics

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