71 treff

Insider trading with non-fiduciary market makers
Aase, Knut Kristian
Bok Engelsk 2016
Beyond the local mean-variance analysis in continuous time. The problem of non-normality
Aase, Knut Kristian
Bok Engelsk 2015
The equity premium in a production economy : a new perspective involving recursive utility
Aase, Knut Kristian
Bok Engelsk 2015
Recursive utility and jump-diffusions
Aase, Knut Kristian
Bok Engelsk 2015
Heterogeniety and limited stock market participation
Aase, Knut Kristian
Bok Engelsk 2014
The life cycle model with recursive utility : new insights on pension and life insurance contracts
Aase, Knut Kristian
Bok Engelsk 2014
Life insurance and pension contracts I: the time addictive life cycle model
Aase, Knut Kristian
Bok Engelsk 2014
Recursive utility and jump-diffusions
Aase, Knut Kristian
Bok Engelsk 2014
Recursive utility with dependence on past consumption; the continuous-time model
Aase, Knut Kristian
Bok Engelsk 2014
Recursive utility and disappearing puzzles for continuous-time models
Aase, Knut Kristian
Bok Engelsk 2013
Recursive utility and disappearing puzzles for discrete-time models
Aase, Knut Kristian
Bok Engelsk 2013
What puzzles? : new insights in asset pricing
Aase, Knut Kristian
Bok Engelsk 2012
The equity premium and the risk free rate in a production economy : a new perspective
Aase, Knut Kristian
Bok Engelsk 2011
Insider trading with partially informed traders
Aase, Knut Kristian
Bok Engelsk 2011
Long dated life insurance and pension contracts
Aase, Knut Kristian
Bok Engelsk 2011
The long term equilibrium interest rate and risk premiums under uncertainty
Aase, Knut Kristian
Bok Engelsk 2011
Pareto optimal insurance policies in the presence of administrative costs
Aase, Knut Kristian
Bok Engelsk 2010
An anticipative linear filtering equation
Aase, Knut Kristian
Bok Engelsk 2010
Strategic insider trading equilibrium : a filter theory approach
Aase, Knut Kristian
Bok Engelsk 2010
The investment horizon problem : a resolution
Aase, Knut Kristian
Bok Engelsk 2009
Equilibrium in marine mutual insurance markets with convex operating costs
Aase, Knut Kristian
Bok Engelsk 2008
Existence and uniqueness of equilibrium in a reinsurance syndicate
Aase, Knut Kristian
Bok Engelsk 2008
On the consistency of the Lucas pricing formula
Aase, Knut Kristian
Bok Engelsk 2008
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
Aase, Knut Kristian
Bok Engelsk 2008
Strategic insider trading equilibrium : a forward integration approach
Aase, Knut Kristian
Bok Engelsk 2007
Wealth effects on demand for insurance
Aase, Knut Kristian
Bok Engelsk 2007
Optimal risk-sharing and deductables in insurance
Aase, Knut Kristian
Bok Engelsk 2006
On the consistency of the Lucas pricing formula
Aase, Knut Kristian
Bok Engelsk 2005
The perpetual American put option for jump-diffusions with applications
Aase, Knut Kristian
Bok Engelsk 2005
Equilibrium in marine mutual insurance markets with convex operating costs
Aase, Knut Kristian
Bok Engelsk 2005