Liu, Zehao; Xie, Chengbo Haircuts, interest rates, and credit cycles. (English) Zbl 1520.91417 Econ. Theory 76, No. 1, 69-109 (2023). MSC: 91G40 91G30 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{C. Xie}, Econ. Theory 76, No. 1, 69--109 (2023; Zbl 1520.91417) Full Text: DOI
Miao, Jianjun; Su, Dongling Asset market equilibrium under rational inattention. (English) Zbl 1507.91204 Econ. Theory 75, No. 1, 1-30 (2023). MSC: 91G10 91G30 PDFBibTeX XMLCite \textit{J. Miao} and \textit{D. Su}, Econ. Theory 75, No. 1, 1--30 (2023; Zbl 1507.91204) Full Text: DOI
Hansen, Lars Peter; Miao, Jianjun Asset pricing under smooth ambiguity in continuous time. (English) Zbl 1500.91142 Econ. Theory 74, No. 2, 335-371 (2022). MSC: 91G30 91G10 PDFBibTeX XMLCite \textit{L. P. Hansen} and \textit{J. Miao}, Econ. Theory 74, No. 2, 335--371 (2022; Zbl 1500.91142) Full Text: DOI
Gong, Qingbin; Diao, Xundi Bounded rationality, asymmetric information and mispricing in financial markets. (English) Zbl 1498.91416 Econ. Theory 74, No. 1, 235-264 (2022). MSC: 91G15 91G30 91B69 PDFBibTeX XMLCite \textit{Q. Gong} and \textit{X. Diao}, Econ. Theory 74, No. 1, 235--264 (2022; Zbl 1498.91416) Full Text: DOI
Lin, Qian; Riedel, Frank Optimal consumption and portfolio choice with ambiguous interest rates and volatility. (English) Zbl 1484.91434 Econ. Theory 71, No. 3, 1189-1202 (2021). Reviewer: Paweł Kliber (Poznan) MSC: 91G10 91G30 49L12 60H30 PDFBibTeX XMLCite \textit{Q. Lin} and \textit{F. Riedel}, Econ. Theory 71, No. 3, 1189--1202 (2021; Zbl 1484.91434) Full Text: DOI
Weretka, Marek Normative inference in efficient markets. (English) Zbl 1443.91124 Econ. Theory 68, No. 4, 787-810 (2019). MSC: 91B10 91G30 62P20 PDFBibTeX XMLCite \textit{M. Weretka}, Econ. Theory 68, No. 4, 787--810 (2019; Zbl 1443.91124) Full Text: DOI
Elmiger, Sabine CAPM-anomalies: quantitative puzzles. (English) Zbl 1432.91128 Econ. Theory 68, No. 3, 643-667 (2019). MSC: 91G30 PDFBibTeX XMLCite \textit{S. Elmiger}, Econ. Theory 68, No. 3, 643--667 (2019; Zbl 1432.91128) Full Text: DOI
Espinoza, Raphael; Tsomocos, Dimitrios Monetary transaction costs and the term premium. (English) Zbl 1319.91119 Econ. Theory 59, No. 2, 355-375 (2015). MSC: 91B64 PDFBibTeX XMLCite \textit{R. Espinoza} and \textit{D. Tsomocos}, Econ. Theory 59, No. 2, 355--375 (2015; Zbl 1319.91119) Full Text: DOI
Duffie, Darrell; Schroder, Mark; Skiadas, Costis A term structure model with preferences for the timing of resolution of uncertainty. (English) Zbl 0872.90009 Econ. Theory 9, No. 1, 3-22 (1997). MSC: 91B28 91B16 91B62 PDFBibTeX XMLCite \textit{D. Duffie} et al., Econ. Theory 9, No. 1, 3--22 (1997; Zbl 0872.90009) Full Text: DOI