Pub Date : 2022-06-11DOI: 10.1007/s11579-022-00328-2
Guanxing Fu
{"title":"Mean field portfolio games with consumption","authors":"Guanxing Fu","doi":"10.1007/s11579-022-00328-2","DOIUrl":"https://doi.org/10.1007/s11579-022-00328-2","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"70 1","pages":"79 - 99"},"PeriodicalIF":1.6,"publicationDate":"2022-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72659435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-04-18DOI: 10.1007/s11579-022-00318-4
Hervé Roche
{"title":"The implications of tax loss carryforwards on investment policy","authors":"Hervé Roche","doi":"10.1007/s11579-022-00318-4","DOIUrl":"https://doi.org/10.1007/s11579-022-00318-4","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"26 1","pages":"587 - 613"},"PeriodicalIF":1.6,"publicationDate":"2022-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82268701","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-04-13DOI: 10.1007/s11579-022-00316-6
Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda
{"title":"Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk","authors":"Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda","doi":"10.1007/s11579-022-00316-6","DOIUrl":"https://doi.org/10.1007/s11579-022-00316-6","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"100 1","pages":"509 - 537"},"PeriodicalIF":1.6,"publicationDate":"2022-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76256999","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-03-25DOI: 10.1007/s11579-021-00305-1
Si Chen
{"title":"Information and dynamic trading with the Gambler’s fallacy","authors":"Si Chen","doi":"10.1007/s11579-021-00305-1","DOIUrl":"https://doi.org/10.1007/s11579-021-00305-1","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"75 1","pages":"399 - 446"},"PeriodicalIF":1.6,"publicationDate":"2022-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75309506","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-03-23DOI: 10.1007/s11579-022-00314-8
Marcel Nutz, Florian Stebegg
We study strategic interactions between firms with heterogeneous beliefs about future climate impacts. To that end, we propose a Cournot-type equilibrium model where firms choose mitigation efforts and production quantities such as to maximize the expected profits under their subjective beliefs. It is shown that optimal mitigation efforts are increased by the presence of uncertainty and act as substitutes; i.e., one firm’s lack of mitigation incentivizes others to act more decidedly, and vice versa.
{"title":"Climate change adaptation under heterogeneous beliefs","authors":"Marcel Nutz, Florian Stebegg","doi":"10.1007/s11579-022-00314-8","DOIUrl":"https://doi.org/10.1007/s11579-022-00314-8","url":null,"abstract":"<p>We study strategic interactions between firms with heterogeneous beliefs about future climate impacts. To that end, we propose a Cournot-type equilibrium model where firms choose mitigation efforts and production quantities such as to maximize the expected profits under their subjective beliefs. It is shown that optimal mitigation efforts are increased by the presence of uncertainty and act as substitutes; i.e., one firm’s lack of mitigation incentivizes others to act more decidedly, and vice versa.\u0000</p>","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"176 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2022-03-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138532156","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-03-11DOI: 10.1007/s11579-022-00312-w
Jörn Sass, Dorothee Westphal
{"title":"Robust utility maximizing strategies under model uncertainty and their convergence","authors":"Jörn Sass, Dorothee Westphal","doi":"10.1007/s11579-022-00312-w","DOIUrl":"https://doi.org/10.1007/s11579-022-00312-w","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"615 1","pages":"367 - 397"},"PeriodicalIF":1.6,"publicationDate":"2022-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77362944","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
扫码关注我们
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号