Items where department is "Financial Markets Group"

University Structure (106206) LSE (106206) Research Centres (22374) Financial Markets Group (1369) Systemic Risk Centre (300)
Number of items: 4.
Article
  • Foldes, Lucien (1990). Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29(1), 133-170. https://doi.org/10.1080/17442509008833610
  • de Meza, David, Webb, David C. (1990). Risk, asymmetric information and capital market failure. The Economic Journal, 100(399), 206-214.
    • Chapter
  • Foldes, Lucien (1990). Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In Davis, M. H. A., Elliot, R. J. (Eds.), Applied Stochastic Analysis (pp. 343-387). Gordon & Breach Science Publishers Ltd.
    • Working paper
  • Foldes, Lucien (1990). Optimal sure portfolio plans. (Financial Markets Group Discussion Papers 106). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf