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~person:"Rengifo, Erick W."
~subject:"Risk measure"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Non-commercial literature"
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Portfolio selection
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Rengifo, Erick W.
McAleer, Michael
22
Pérez Amaral, Teodosio
13
Jiménez-Martín, Juan-Ángel
9
Vries, Casper G. de
9
Albrecht, Peter
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Hyung, Namwon
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Pesaran, M. Hashem
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Zaffaroni, Paolo
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Bi̇rbi̇l, Ş. İlker
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Chen Zhou
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Chlebus, Marcin
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Corsetti, Giancarlo
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Daníelsson, Jón
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ECONIS (ZBW)
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Loss aversion and wealth allocation when utility is derived from consumption and narrowly framed financial investments
Rengifo, Erick W.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003487490
Saved in:
2
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326698
Saved in:
3
Loss aversion and wealth allocation between risky and risk-free assets
Rengifo, Erick W.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003485124
Saved in:
4
Investors facing risk
Rengifo, Erick W.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003487479
Saved in:
5
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.
;
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002347876
Saved in:
6
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003297047
Saved in:
7
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W.
-
2005
Persistent link: https://www.econbiz.de/10003987160
Saved in:
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