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subject:"United States"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Campbell, John Y."
~person:"Huang, Chi-fu"
~person:"Kraft, Holger"
~person:"Post, Thierry"
~subject:"Portfolio-Management"
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United States
Portfolio-Management
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Campbell, John Y.
Huang, Chi-fu
Kraft, Holger
Post, Thierry
Branger, Nicole
8
Munk, Claus
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Alexander, Gordon J.
5
Baptista, Alexandre M.
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Journal of banking & finance
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper series / Harvard Institute of Economic Research
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ERIM report series research in management
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Journal of political economy
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
2
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
3
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
4
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
5
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
Saved in:
6
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
Saved in:
7
Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido
;
Post, Thierry
;
Vliet, Willem Nicolaas van
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Saved in:
8
Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
Saved in:
9
Optimal consumption and portfolio rules with durability and habit formation
Hindy, Ayman
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001215799
Saved in:
10
Numerical analysis of a free-boundary singular control problem in financial economics
Hindy, Ayman
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 297-327
Persistent link: https://www.econbiz.de/10001215827
Saved in:
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