Results 211 to 220 of about 1,068 (262)

Mandate Models and the Inelastic Market Hypothesis

open access: yesMathematical Finance, EarlyView.
ABSTRACT The aggregate equity market displays only small price elasticity; in particular, macroeconomic allocations in and out of the equity market lead to surprisingly large impacts on stock valuations. Gabaix and Koijen study this phenomenon and provide a theoretical framework to explain the observed price inelasticity. They consider financial agents
Johannes Ruf, Yueying Sun
wiley   +1 more source

Anomalous Geodesics in the Inhomogeneous Corner Growth Model. [PDF]

open access: yesCommun Math Phys
Emrah E, Janjigian C, Seppäläinen T.
europepmc   +1 more source

Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]

open access: yesProbab Theory Relat Fields
De Vecchi F   +3 more
europepmc   +1 more source

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