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A continuous-time portfolio turnpike theorem
Cox, John Carrington - In: Journal of economic dynamics & control 16 (1992) 3, pp. 491-507
Persistent link: https://www.econbiz.de/10001130455
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Is historical cost accounting a pancea? : market stress, incentive distortions, and gains trading
Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - 2015
Persistent link: https://www.econbiz.de/10010509478
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Shortfal aversion
Guasoni, Paolo; Huberman, Gur; Ren, Dan - 2014
Persistent link: https://www.econbiz.de/10010395183
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 2005
Persistent link: https://www.econbiz.de/10002648034
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News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria - 2001
Persistent link: https://www.econbiz.de/10013423658
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Labor supply flexibility and portfolio choice in a life cycle model
Bodie, Zvi - In: Journal of economic dynamics & control 16 (1992) 3, pp. 427-449
Persistent link: https://www.econbiz.de/10001130493
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - 2014
Persistent link: https://www.econbiz.de/10010381967
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973
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Testing asymmetric-information asset pricing models
Kelly, Bryan; Ljungqvist, Alexander - 2009
Persistent link: https://www.econbiz.de/10003814922