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~isPartOf:"Finance and stochastics"
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Search: subject:"Portfolio"
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Portfolio selection
406
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46
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Uppal, Raman
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Guiso, Luigi
9
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Hau, Harald
7
Kabanov, Jurij M.
7
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6
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6
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6
Campbell, John Y.
5
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5
Devereux, Michael B.
5
Gomes, Francisco J.
5
Kaniel, Ron
5
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5
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Pham, Huyên
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Wang, Tan
5
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4
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4
Laeven, Luc
4
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4
López-Salido, José David
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609
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580
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459
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456
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408
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389
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305
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288
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277
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260
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255
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224
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ECONIS (ZBW)
491
RePEc
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61
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
-
2018
Persistent link: https://www.econbiz.de/10011861957
Saved in:
62
The search for a euro area safe asset
Leandro, Alvaro
;
Zettelmeyer, Jeromin
-
2018
Persistent link: https://www.econbiz.de/10011889772
Saved in:
63
Oligopoly, macroeconomic performance, and competition policy
Vives, Xavier
;
Azar, José
-
2018
Persistent link: https://www.econbiz.de/10011934141
Saved in:
64
Tactical target date funds
Gomes, Francisco J.
;
Michaelides, Alexander G.
;
Zhang, Yuxin
-
2018
Persistent link: https://www.econbiz.de/10011934406
Saved in:
65
Household
portfolio
underdiversification and probability weighting: evidence from the field
Dimmock, Stephen G.
;
Kouwenberg, Roy
;
Mitchell, Olivia S.
; …
-
2018
Persistent link: https://www.econbiz.de/10011975696
Saved in:
66
Do the rich get richer in the stock market? : evidence from India
Campbell, John Y.
;
Ramadorai, Tarun
;
Ranish, Benjamin
-
2018
Persistent link: https://www.econbiz.de/10011975839
Saved in:
67
Optimal fund menus
Cvitanić, Jakša
;
Hugonnier, Julien
-
2018
Persistent link: https://www.econbiz.de/10011977479
Saved in:
68
Gradual
portfolio
adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2017
Persistent link: https://www.econbiz.de/10011670842
Saved in:
69
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
70
Risk- and ambiguity-averse
portfolio
optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
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