Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Esther Frostig

Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level

English

Related publications

Portfolio Rebalancing and Asset Pricing With Heterogeneous Inattention

SSRN Electronic Journal

English

The Pricing of Portfolio Credit Risk

SSRN Electronic Journal

English

Equilibrium Asset Pricing and Portfolio Choice With Heterogeneous Preferences

SSRN Electronic Journal

English

A Test of the Efficiency of a Given Portfolio

English

Optimal Annuity Portfolio Under Inflation Risk

SSRN Electronic Journal

English

Pricing Liquidity Risk With Heterogeneous Investment Horizons

Journal of Financial and Quantitative Analysis

English

Optimal Pricing and Rebate Strategies in a Two-Level Supply Chain

Production and Operations Management

Manufacturing Engineering

Management Science

Management of Technology

Operations Research

English

A Model of Optimal Portfolio Selection Under Liquidity Risk and Price Impact

Finance and Stochastics

English

Optimal Dynamic Portfolio Selection for a Corporation With Controllable Risk and Dividend Distribution Policy

Quantitative Finance

English