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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"The review of financial studies"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
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Kapitaleinkommen
Stochastischer Prozess
Portfolio selection
265
Portfolio-Management
265
Theorie
143
Theory
143
USA
97
United States
97
CAPM
50
Capital income
43
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32
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Platen, Eckhard
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He, Xue-zhong
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Li, Kai
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Santa-Clara, Pedro
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Brandt, Michael W.
2
Chiarella, Carl
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Liu, Jun
2
MacKinlay, Archie Craig
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Rouwenhorst, K. Geert
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1
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1
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Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The review of financial studies
Journal of banking & finance
146
Finance research letters
122
Journal of financial economics
112
Insurance / Mathematics & economics
107
International review of financial analysis
106
NBER working paper series
99
Journal of empirical finance
93
Working paper / National Bureau of Economic Research, Inc.
87
European journal of operational research : EJOR
83
The journal of asset management
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69
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Journal of economic dynamics & control
48
Journal of investment management : JOIM
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Review of quantitative finance and accounting
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Journal of international financial markets, institutions & money
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Risks : open access journal
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The journal of portfolio management : a publication of Institutional Investor
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Swiss Finance Institute Research Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Investment management and financial innovations
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ECONIS (ZBW)
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Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 989-1028
Persistent link: https://www.econbiz.de/10014528731
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2
International portfolio choice with frictions : evidence from mutual funds
Bacchetta, Philippe
;
Tièche, Simon
;
Van Wincoop, Eric
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4233-4270
Persistent link: https://www.econbiz.de/10014392049
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3
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
4
Factor timing
Haddad, Valentin
;
Kozak, Serhiy
;
Santosh, Shrihari
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1980-2018
Persistent link: https://www.econbiz.de/10012244728
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5
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
6
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
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7
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
8
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
9
Financial markets with trade on risk and return
Smith, Kevin
- In:
The review of financial studies
32
(
2019
)
10
,
pp. 4042-4078
Persistent link: https://www.econbiz.de/10012108175
Saved in:
10
Does it pay to pay attention?
Gargano, Antonio
;
Rossi, Alberto
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4595-4649
Persistent link: https://www.econbiz.de/10012005213
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