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The changing market in financial services : proceedings of the fifteenth annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

Gilbert, R. Alton (contributor) - 1992

Persistent link: https://www.econbiz.de/10000857074

The stock market : bubbles, volatility, and chaos ; proceedings of the 13. Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

Dwyer, Gerald P. <jun.> (contributor); … - 1990

Persistent link: https://www.econbiz.de/10000789817

Tobins̉ imperfect asset substitution in optimizing general equilibrium

Andrés, Javier (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001987130

Optimal portfolio choice under regime switching, skew and kurtosis preferences

Guidolin, Massimo (contributor); … - 2005

"This paper proposes a new tractable approach to solving multi-period asset allocation problems. We assume that investor preferences are defined over moments of the terminal wealth distribution such as its skew and kurtosis. Time-variations in investment opportunities are driven by a regime...