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Decisions in Economics and Finance OnlineFirst articles

07.04.2018 Open Access

Market consistent valuations with financial imperfection

In this paper, we study market consistent valuations in imperfect markets. In the first part of the paper, we observe that in an imperfect market one needs to distinguish two type of market consistencies, namely types I and II. We show that while …

23.02.2018

Real options signaling game models for dynamic acquisition under information asymmetry

We construct a real options signaling game model to analyze the impact of asymmetric information on the dynamic acquisition decision made by the aggressive acquirer firm and passive target firm in the takeover terms and timing. The target firm is …

01.02.2018

Classic rational bubbles and representativeness

The aim of this work is to describe a model of representative bubbles with infinitely lived agents that is accessible to a general audience. In particular, we shall compare this formalization of behavioral bubble dynamics with the classic rational …

07.12.2017

Optimal strategy for a fund manager with option compensation

I consider the problem of portfolio optimization for a manager whose compensation is given by the sum of a constant and a variable term. The constant term is a fixed percentage of the managed funds that is payed to the manager independently of his …

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Decisions in Economics and Finance is the official publication of the Association for Mathematics Applied to Social and Economic Sciences (AMASES). The journal provides a specialized forum for the publication of research in all areas of mathematics as applied to economics, finance, insurance, management, and social sciences. Primary emphasis is placed on original research exploring topics in mathematics or computational techniques that are explicitly motivated by or contribute to the analysis of economic or financial problems.

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