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~subject:"Capital-Asset-Pricing-Modell"
~subject:"Option pricing theory"
~subject:"Risikoaversion"
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
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Asset prices with heterogeneity in preferences and beliefs
Bhamra, Harjoat Singh
;
Uppal, Raman
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2013
Persistent link: https://www.econbiz.de/10009759849
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The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat S.
;
Uppal, Raman
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2005
Persistent link: https://www.econbiz.de/10002863179
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Do individual behavioral biases affect financial markets and the macroeconomy?
Bhamra, Harjoat Singh
;
Uppal, Raman
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2017
Persistent link: https://www.econbiz.de/10011817172
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5
Systemic risk and international portfolio choice
Das, Sanjiv R.
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2002
Persistent link: https://www.econbiz.de/10013423895
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Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid
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2002
Persistent link: https://www.econbiz.de/10013423896
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7
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
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