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subject:"Portfolio-Management"
~person:"Bogousslavsky, Vincent"
~person:"Corbae, Dean"
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Bogousslavsky, Vincent
Corbae, Dean
Fabozzi, Frank J.
122
Maurer, Raimond
72
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54
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48
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45
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Journal of economic dynamics & control
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Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
-
2017
Persistent link: https://www.econbiz.de/10011903110
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2
Infrequent rebalancing, return autocorrelation, and seasonality
Bogousslavsky, Vincent
- In:
The journal of finance : the journal of the American …
71
(
2016
)
6
,
pp. 2967-3006
Persistent link: https://www.econbiz.de/10011738284
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3
Valuation equilibria with transactions costs
Chatterjee, Satyajit
;
Corbae, Dean
-
1995
Persistent link: https://www.econbiz.de/10000908007
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4
Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
Saved in:
5
Essays in dynamic macroeconomics
Corbae, Dean
-
1990
Persistent link: https://www.econbiz.de/10000837926
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