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~isPartOf:"Journal of economic dynamics & control"
~subject:"Bankenliquidität"
~subject:"CIR model"
~subject:"Portfolio-Management"
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
4
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
5
Optimal debt management in a liquidity trap
Bouakez, Hafedh
;
Oikonomou, Rigas
;
Priftis, Romanos
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 5-21
Persistent link: https://www.econbiz.de/10011974451
Saved in:
6
Interest rates and financial fragility
Li, Yang
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 195-205
Persistent link: https://www.econbiz.de/10011915565
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