Expected utility and the non-normal returns of common portfolio rebalancing strategies
Year of publication: |
2009
|
---|---|
Authors: | JOnes, Samuel Kyle ; Stine, Joe Bert |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 10.2009/10, 6, p. 406-419
|
Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Monte-Carlo-Simulation | Monte Carlo simulation |
-
Can Warren Buffett forecast equity market corrections?
Lleo, Sébastien, (2019)
-
Harvesting capital gains and losses
Smith, Margaret Hwang, (2008)
-
The location and allocation of assets in pension and conventional savings accounts
Shoven, John B., (1998)
- More ...
-
Expected utility and the non-normal returns of common portfolio rebalancing strategies
JOnes, Samuel Kyle, (2009)
-
Asset allocation and macroeconomic variables : a probabilistic integration
Stine, Joe Bert, (1984)
-
The impact of skewness in the hedging decision
Gilbert, Scott, (2006)
- More ...