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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"The review of financial studies"
~person:"Athanasoulis, Stefano"
~person:"Longstaff, Francis A."
~person:"Zhang, Harold H."
~subject:"Simulation"
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Athanasoulis, Stefano
Longstaff, Francis A.
Zhang, Harold H.
Başak, Suleyman
5
Detemple, Jérôme B.
4
Dybvig, Philip H.
4
Escobar, Marcos
3
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3
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The review of financial studies
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5
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2
Advances in futures and options research : a research annual
1
Current trends in economics : theory and applications; proceedings of the Third International Meeting of the Society for the Advancement of Economic Theory, Antalya, Turkey, June 1997; with 55 tables
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ECONIS (ZBW)
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1
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
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2
Optimal consumption and portfolio choices with risky housing and borrowing constraints
Yao, Rui
;
Zhang, Harold H.
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 197-239
Persistent link: https://www.econbiz.de/10002646752
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3
Losing money on arbitrage : optimal dynamic portfolio choice in markets with arbitrage opportunities
Liu, Jun
;
Longstaff, Francis A.
- In:
The review of financial studies
17
(
2004
)
3
,
pp. 611-642
Persistent link: https://www.econbiz.de/10002148881
Saved in:
4
Optimal consumption and investment with capital gains taxes
Dammon, Robert Mark
;
Spatt, Chester S.
;
Zhang, Harold H.
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 583-616
Persistent link: https://www.econbiz.de/10001602970
Saved in:
5
Optimal portfolio choice and the valuation of illiquid securities
Longstaff, Francis A.
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001570570
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6
Valuing American options by simulation : a simple least-squares approach
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10001543109
Saved in:
7
The significance of the market portfolio
Athanasoulis, Stefano
;
Shiller, Robert J.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 301-329
Persistent link: https://www.econbiz.de/10001485497
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