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~person:"Blake, David"
~person:"Ferruz Agudo, Luis"
~person:"Hoi, Steven C.H."
~subject:"Investment strategy"
~type_genre:"Article in journal"
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Transaction cost optimization for online portfolio selection
Li, Bin
;
Wang, Jialei
;
Huang, Dingjiang
;
Hoi, Steven C.H.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1411-1424
Persistent link: https://www.econbiz.de/10011911549
Saved in:
2
Pension fund herding and the influence of management style
Alda, Mercedes
;
Ferruz Agudo, Luis
- In:
The journal of behavioral finance : a publication of …
17
(
2016
)
2
,
pp. 144-156
Persistent link: https://www.econbiz.de/10011590963
Saved in:
3
Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 105-124
Persistent link: https://www.econbiz.de/10010387853
Saved in:
4
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
Saved in:
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