Pricing derivatives in the presence of shadow costs of incomplete information and short sales View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2018-03

AUTHORS

Mondher bellalah

ABSTRACT

Financial models are based on the standard assumptions of frictionless markets, complete information, no transaction costs and no taxes and borrowing and short selling without restrictions. Merton’s (J Finance 42:483–510, 1987) develops a simple model of capital market equilibrium with incomplete information. Wu et al. (Rev Quant Finance Account 7:119–136, 1996) extend Merton’s (J Finance 42:483–510, 1987) model by proposing an incomplete information capital market equilibrium with heterogeneous expectations and short sale restrictions, GCAPM. The shadow costs include two components. The first component is the product of pure information cost due to imperfect knowledge and heterogeneous expectations. The second component represents the additional cost caused by the short-selling constraint. Short-selling bans around the world after the global financial crisis become more and more important. Nezafat and Wang (Short-sale constraints, information acquisition, and asset prices, Scheller College of Business, Georgia Institute of Technology, Atlanta, p 30308, 2013) develop a model of information acquisition and portfolio choice under short-sale constraints. Bellalah (J Futures Mark, 1999) and Bellalah and Wu (Ann Oper Res 165:123–143, 2009) include information costs the valuation of assets and derivatives. This is the first study to our knowledge devoted to the pricing of derivatives that accounts simultaneously for information costs and short sales constraints for the option market and its underlying asset market. We extend the classic models by Black and Scholes (J Polit Econ 81:637–659, 1973), Black (J Financ Econ 79(3):167–179, 1976), and Barone-Adesi and Whaley (J Finance 2(81):303–320, 1987) among others to account for shadow costs of incomplete information and short sales. We present a general method and provide the general differential equation for the pricing of derivatives within incomplete information and short selling costs. More... »

PAGES

389-411

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10479-016-2256-7

DOI

http://dx.doi.org/10.1007/s10479-016-2256-7

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1045548238


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "about": [
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1502", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Banking, Finance and Investment", 
        "type": "DefinedTerm"
      }, 
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/15", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Commerce, Management, Tourism and Services", 
        "type": "DefinedTerm"
      }
    ], 
    "author": [
      {
        "affiliation": {
          "alternateName": "Th\u00e9orie Economique, Mod\u00e9lisation et Applications", 
          "id": "https://www.grid.ac/institutes/grid.462609.f", 
          "name": [
            "THEMA, University de Cergy, 33 boulevard du port, 95 011, Cergy, France"
          ], 
          "type": "Organization"
        }, 
        "familyName": "bellalah", 
        "givenName": "Mondher", 
        "id": "sg:person.013141401727.43", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013141401727.43"
        ], 
        "type": "Person"
      }
    ], 
    "citation": [
      {
        "id": "https://doi.org/10.1111/j.1540-6261.1964.tb02865.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1000454530"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.2012.01802.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1002272884"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.1987.tb02569.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1005458738"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf00243974", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1005505910", 
          "https://doi.org/10.1007/bf00243974"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf00243974", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1005505910", 
          "https://doi.org/10.1007/bf00243974"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.1952.tb01525.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1015382472"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.1987.tb04565.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1016287301"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1002/(sici)1096-9934(199909)19:6<645::aid-fut2>3.0.co;2-s", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1018053850"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.jbankfin.2004.11.004", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1018177865"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.2007.01230.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1018374718"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.2011.01700.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1023247245"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/s0261-5606(83)80001-1", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1028101101"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.1965.tb02930.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1028409984"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.2009.01462.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1032484167"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/s10479-007-0307-9", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1040218302", 
          "https://doi.org/10.1007/s10479-007-0307-9"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/s10479-007-0307-9", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1040218302", 
          "https://doi.org/10.1007/s10479-007-0307-9"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/0304-405x(76)90024-6", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1040222517"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/s1059-0560(00)00072-1", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1043274128"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1086/260062", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1058573543"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/rfs/12.1.131", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1060005251"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/rfs/15.3.927", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1060005404"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/rfs/hhs097", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1060006550"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/rfs/hht017", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1060006646"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1467-937x.2009.00583.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1061936818"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1467-937x.2009.00583.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1061936818"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1257/aer.102.3.30", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064525686"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1257/aer.103.1.360", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064525888"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1257/jep.2.4.99", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064530234"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2307/1911242", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1069639458"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.3905/jpm.1989.409198", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1071563365"
        ], 
        "type": "CreativeWork"
      }
    ], 
    "datePublished": "2018-03", 
    "datePublishedReg": "2018-03-01", 
    "description": "Financial models are based on the standard assumptions of frictionless markets, complete information, no transaction costs and no taxes and borrowing and short selling without restrictions. Merton\u2019s (J Finance 42:483\u2013510, 1987) develops a simple model of capital market equilibrium with incomplete information. Wu et al. (Rev Quant Finance Account 7:119\u2013136, 1996) extend Merton\u2019s (J Finance 42:483\u2013510, 1987) model by proposing an incomplete information capital market equilibrium with heterogeneous expectations and short sale restrictions, GCAPM. The shadow costs include two components. The first component is the product of pure information cost due to imperfect knowledge and heterogeneous expectations. The second component represents the additional cost caused by the short-selling constraint. Short-selling bans around the world after the global financial crisis become more and more important. Nezafat and Wang (Short-sale constraints, information acquisition, and asset prices, Scheller College of Business, Georgia Institute of Technology, Atlanta, p 30308, 2013) develop a model of information acquisition and portfolio choice under short-sale constraints. Bellalah (J Futures Mark, 1999) and Bellalah and Wu (Ann Oper Res 165:123\u2013143, 2009) include information costs the valuation of assets and derivatives. This is the first study to our knowledge devoted to the pricing of derivatives that accounts simultaneously for information costs and short sales constraints for the option market and its underlying asset market. We extend the classic models by Black and Scholes (J Polit Econ 81:637\u2013659, 1973), Black (J Financ Econ 79(3):167\u2013179, 1976), and Barone-Adesi and Whaley (J Finance 2(81):303\u2013320, 1987) among others to account for shadow costs of incomplete information and short sales. We present a general method and provide the general differential equation for the pricing of derivatives within incomplete information and short selling costs.", 
    "genre": "research_article", 
    "id": "sg:pub.10.1007/s10479-016-2256-7", 
    "inLanguage": [
      "en"
    ], 
    "isAccessibleForFree": false, 
    "isPartOf": [
      {
        "id": "sg:journal.1048429", 
        "issn": [
          "0254-5330", 
          "1572-9338"
        ], 
        "name": "Annals of Operations Research", 
        "type": "Periodical"
      }, 
      {
        "issueNumber": "2", 
        "type": "PublicationIssue"
      }, 
      {
        "type": "PublicationVolume", 
        "volumeNumber": "262"
      }
    ], 
    "name": "Pricing derivatives in the presence of shadow costs of incomplete information and short sales", 
    "pagination": "389-411", 
    "productId": [
      {
        "name": "readcube_id", 
        "type": "PropertyValue", 
        "value": [
          "d8f7540dbcacd09bcb66c7634a9601ea474c2c9f0e32d214f84a22f0ff243060"
        ]
      }, 
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/s10479-016-2256-7"
        ]
      }, 
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1045548238"
        ]
      }
    ], 
    "sameAs": [
      "https://doi.org/10.1007/s10479-016-2256-7", 
      "https://app.dimensions.ai/details/publication/pub.1045548238"
    ], 
    "sdDataset": "articles", 
    "sdDatePublished": "2019-04-11T12:43", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000363_0000000363/records_70064_00000002.jsonl", 
    "type": "ScholarlyArticle", 
    "url": "https://link.springer.com/10.1007%2Fs10479-016-2256-7"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s10479-016-2256-7'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s10479-016-2256-7'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s10479-016-2256-7'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s10479-016-2256-7'


 

This table displays all metadata directly associated to this object as RDF triples.

144 TRIPLES      21 PREDICATES      54 URIs      19 LITERALS      7 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/s10479-016-2256-7 schema:about anzsrc-for:15
2 anzsrc-for:1502
3 schema:author Ncc72717afee744ac91b8c67be4f2b695
4 schema:citation sg:pub.10.1007/bf00243974
5 sg:pub.10.1007/s10479-007-0307-9
6 https://doi.org/10.1002/(sici)1096-9934(199909)19:6<645::aid-fut2>3.0.co;2-s
7 https://doi.org/10.1016/0304-405x(76)90024-6
8 https://doi.org/10.1016/j.jbankfin.2004.11.004
9 https://doi.org/10.1016/s0261-5606(83)80001-1
10 https://doi.org/10.1016/s1059-0560(00)00072-1
11 https://doi.org/10.1086/260062
12 https://doi.org/10.1093/rfs/12.1.131
13 https://doi.org/10.1093/rfs/15.3.927
14 https://doi.org/10.1093/rfs/hhs097
15 https://doi.org/10.1093/rfs/hht017
16 https://doi.org/10.1111/j.1467-937x.2009.00583.x
17 https://doi.org/10.1111/j.1540-6261.1952.tb01525.x
18 https://doi.org/10.1111/j.1540-6261.1964.tb02865.x
19 https://doi.org/10.1111/j.1540-6261.1965.tb02930.x
20 https://doi.org/10.1111/j.1540-6261.1987.tb02569.x
21 https://doi.org/10.1111/j.1540-6261.1987.tb04565.x
22 https://doi.org/10.1111/j.1540-6261.2007.01230.x
23 https://doi.org/10.1111/j.1540-6261.2009.01462.x
24 https://doi.org/10.1111/j.1540-6261.2011.01700.x
25 https://doi.org/10.1111/j.1540-6261.2012.01802.x
26 https://doi.org/10.1257/aer.102.3.30
27 https://doi.org/10.1257/aer.103.1.360
28 https://doi.org/10.1257/jep.2.4.99
29 https://doi.org/10.2307/1911242
30 https://doi.org/10.3905/jpm.1989.409198
31 schema:datePublished 2018-03
32 schema:datePublishedReg 2018-03-01
33 schema:description Financial models are based on the standard assumptions of frictionless markets, complete information, no transaction costs and no taxes and borrowing and short selling without restrictions. Merton’s (J Finance 42:483–510, 1987) develops a simple model of capital market equilibrium with incomplete information. Wu et al. (Rev Quant Finance Account 7:119–136, 1996) extend Merton’s (J Finance 42:483–510, 1987) model by proposing an incomplete information capital market equilibrium with heterogeneous expectations and short sale restrictions, GCAPM. The shadow costs include two components. The first component is the product of pure information cost due to imperfect knowledge and heterogeneous expectations. The second component represents the additional cost caused by the short-selling constraint. Short-selling bans around the world after the global financial crisis become more and more important. Nezafat and Wang (Short-sale constraints, information acquisition, and asset prices, Scheller College of Business, Georgia Institute of Technology, Atlanta, p 30308, 2013) develop a model of information acquisition and portfolio choice under short-sale constraints. Bellalah (J Futures Mark, 1999) and Bellalah and Wu (Ann Oper Res 165:123–143, 2009) include information costs the valuation of assets and derivatives. This is the first study to our knowledge devoted to the pricing of derivatives that accounts simultaneously for information costs and short sales constraints for the option market and its underlying asset market. We extend the classic models by Black and Scholes (J Polit Econ 81:637–659, 1973), Black (J Financ Econ 79(3):167–179, 1976), and Barone-Adesi and Whaley (J Finance 2(81):303–320, 1987) among others to account for shadow costs of incomplete information and short sales. We present a general method and provide the general differential equation for the pricing of derivatives within incomplete information and short selling costs.
34 schema:genre research_article
35 schema:inLanguage en
36 schema:isAccessibleForFree false
37 schema:isPartOf N5b940f4e40e1451a98601f92b10458ad
38 N8dcae4d4c34647ddbcaeb647e18ec038
39 sg:journal.1048429
40 schema:name Pricing derivatives in the presence of shadow costs of incomplete information and short sales
41 schema:pagination 389-411
42 schema:productId N1f1918f92e754c5f817f80a565bfea22
43 N4621bfcb723b45358badb67f93d0715a
44 Na6c873b2b0b64ef3b2dc2e075525191b
45 schema:sameAs https://app.dimensions.ai/details/publication/pub.1045548238
46 https://doi.org/10.1007/s10479-016-2256-7
47 schema:sdDatePublished 2019-04-11T12:43
48 schema:sdLicense https://scigraph.springernature.com/explorer/license/
49 schema:sdPublisher N807e97ff10774adc89d05b93e9ff1540
50 schema:url https://link.springer.com/10.1007%2Fs10479-016-2256-7
51 sgo:license sg:explorer/license/
52 sgo:sdDataset articles
53 rdf:type schema:ScholarlyArticle
54 N1f1918f92e754c5f817f80a565bfea22 schema:name doi
55 schema:value 10.1007/s10479-016-2256-7
56 rdf:type schema:PropertyValue
57 N4621bfcb723b45358badb67f93d0715a schema:name dimensions_id
58 schema:value pub.1045548238
59 rdf:type schema:PropertyValue
60 N5b940f4e40e1451a98601f92b10458ad schema:issueNumber 2
61 rdf:type schema:PublicationIssue
62 N807e97ff10774adc89d05b93e9ff1540 schema:name Springer Nature - SN SciGraph project
63 rdf:type schema:Organization
64 N8dcae4d4c34647ddbcaeb647e18ec038 schema:volumeNumber 262
65 rdf:type schema:PublicationVolume
66 Na6c873b2b0b64ef3b2dc2e075525191b schema:name readcube_id
67 schema:value d8f7540dbcacd09bcb66c7634a9601ea474c2c9f0e32d214f84a22f0ff243060
68 rdf:type schema:PropertyValue
69 Ncc72717afee744ac91b8c67be4f2b695 rdf:first sg:person.013141401727.43
70 rdf:rest rdf:nil
71 anzsrc-for:15 schema:inDefinedTermSet anzsrc-for:
72 schema:name Commerce, Management, Tourism and Services
73 rdf:type schema:DefinedTerm
74 anzsrc-for:1502 schema:inDefinedTermSet anzsrc-for:
75 schema:name Banking, Finance and Investment
76 rdf:type schema:DefinedTerm
77 sg:journal.1048429 schema:issn 0254-5330
78 1572-9338
79 schema:name Annals of Operations Research
80 rdf:type schema:Periodical
81 sg:person.013141401727.43 schema:affiliation https://www.grid.ac/institutes/grid.462609.f
82 schema:familyName bellalah
83 schema:givenName Mondher
84 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013141401727.43
85 rdf:type schema:Person
86 sg:pub.10.1007/bf00243974 schema:sameAs https://app.dimensions.ai/details/publication/pub.1005505910
87 https://doi.org/10.1007/bf00243974
88 rdf:type schema:CreativeWork
89 sg:pub.10.1007/s10479-007-0307-9 schema:sameAs https://app.dimensions.ai/details/publication/pub.1040218302
90 https://doi.org/10.1007/s10479-007-0307-9
91 rdf:type schema:CreativeWork
92 https://doi.org/10.1002/(sici)1096-9934(199909)19:6<645::aid-fut2>3.0.co;2-s schema:sameAs https://app.dimensions.ai/details/publication/pub.1018053850
93 rdf:type schema:CreativeWork
94 https://doi.org/10.1016/0304-405x(76)90024-6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1040222517
95 rdf:type schema:CreativeWork
96 https://doi.org/10.1016/j.jbankfin.2004.11.004 schema:sameAs https://app.dimensions.ai/details/publication/pub.1018177865
97 rdf:type schema:CreativeWork
98 https://doi.org/10.1016/s0261-5606(83)80001-1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1028101101
99 rdf:type schema:CreativeWork
100 https://doi.org/10.1016/s1059-0560(00)00072-1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1043274128
101 rdf:type schema:CreativeWork
102 https://doi.org/10.1086/260062 schema:sameAs https://app.dimensions.ai/details/publication/pub.1058573543
103 rdf:type schema:CreativeWork
104 https://doi.org/10.1093/rfs/12.1.131 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005251
105 rdf:type schema:CreativeWork
106 https://doi.org/10.1093/rfs/15.3.927 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005404
107 rdf:type schema:CreativeWork
108 https://doi.org/10.1093/rfs/hhs097 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060006550
109 rdf:type schema:CreativeWork
110 https://doi.org/10.1093/rfs/hht017 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060006646
111 rdf:type schema:CreativeWork
112 https://doi.org/10.1111/j.1467-937x.2009.00583.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1061936818
113 rdf:type schema:CreativeWork
114 https://doi.org/10.1111/j.1540-6261.1952.tb01525.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1015382472
115 rdf:type schema:CreativeWork
116 https://doi.org/10.1111/j.1540-6261.1964.tb02865.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1000454530
117 rdf:type schema:CreativeWork
118 https://doi.org/10.1111/j.1540-6261.1965.tb02930.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1028409984
119 rdf:type schema:CreativeWork
120 https://doi.org/10.1111/j.1540-6261.1987.tb02569.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1005458738
121 rdf:type schema:CreativeWork
122 https://doi.org/10.1111/j.1540-6261.1987.tb04565.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1016287301
123 rdf:type schema:CreativeWork
124 https://doi.org/10.1111/j.1540-6261.2007.01230.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1018374718
125 rdf:type schema:CreativeWork
126 https://doi.org/10.1111/j.1540-6261.2009.01462.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1032484167
127 rdf:type schema:CreativeWork
128 https://doi.org/10.1111/j.1540-6261.2011.01700.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1023247245
129 rdf:type schema:CreativeWork
130 https://doi.org/10.1111/j.1540-6261.2012.01802.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1002272884
131 rdf:type schema:CreativeWork
132 https://doi.org/10.1257/aer.102.3.30 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064525686
133 rdf:type schema:CreativeWork
134 https://doi.org/10.1257/aer.103.1.360 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064525888
135 rdf:type schema:CreativeWork
136 https://doi.org/10.1257/jep.2.4.99 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064530234
137 rdf:type schema:CreativeWork
138 https://doi.org/10.2307/1911242 schema:sameAs https://app.dimensions.ai/details/publication/pub.1069639458
139 rdf:type schema:CreativeWork
140 https://doi.org/10.3905/jpm.1989.409198 schema:sameAs https://app.dimensions.ai/details/publication/pub.1071563365
141 rdf:type schema:CreativeWork
142 https://www.grid.ac/institutes/grid.462609.f schema:alternateName Théorie Economique, Modélisation et Applications
143 schema:name THEMA, University de Cergy, 33 boulevard du port, 95 011, Cergy, France
144 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...