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Optimal investment and consumption under partial information
Lindensjö, Kristoffer - In: Mathematical methods of operations research 83 (2016) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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Optimal portfolio choice with stock market entry costs and human capital investments : a developing country model
Thakurata, Indrajit - In: International review of economics & finance : IREF 73 (2021), pp. 175-195
Persistent link: https://www.econbiz.de/10012692217
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Explaining equity home bias using hedging motives against real exchange rate and wage risks
Kim, Kyounghun; Kim, Sŏng-hyŏn - In: International review of economics & finance : IREF 73 (2021), pp. 30-43
Persistent link: https://www.econbiz.de/10012672282
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Ambiguity, long-run risks, and asset prices in continuous time
Ruan, Xinfeng - In: International review of economics & finance : IREF 71 (2021), pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
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Composite-asset-risk approach to solving the equity premium puzzle
Kim, Yun-Yeong - In: International review of economics & finance : IREF 71 (2021), pp. 200-216
Persistent link: https://www.econbiz.de/10012627774
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What can cluster analysis offer in investing? : measuring structural changes in the investment universe
Sim, Min Kyu; Deng, Shijie; Huo, Xiaoming - In: International review of economics & finance : IREF 71 (2021), pp. 299-315
Persistent link: https://www.econbiz.de/10012627784
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Tradable or nontradable factors : what does the Hansen-Jagannathan distance tell us?
Zhang, Xiang; Liu, Yangyi; Wu, Kun; Maillet, Bertrand - In: International review of economics & finance : IREF 71 (2021), pp. 853-879
Persistent link: https://www.econbiz.de/10012630782
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Tax evasion, audits with memory, and portfolio choice
Ma, Yong; Jiang, Hao; Xiao, Weilin - In: International review of economics & finance : IREF 71 (2021), pp. 896-909
Persistent link: https://www.econbiz.de/10012630802
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A learning-based strategy for portfolio selection
Chen, Shun; Ge, Lei - In: International review of economics & finance : IREF 71 (2021), pp. 936-942
Persistent link: https://www.econbiz.de/10012630806
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Dynamic rebalancing portfolio models with analyses of investor sentiment
Yu, Jing-Rung; Chiou, W. Paul; Hung, Cing-Hung; Dong, … - In: International review of economics & finance : IREF 77 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013288009