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Optimal asset allocation and risk shifting in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - 2006
Persistent link: https://www.econbiz.de/10003310548
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Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava; Schmidheiny, Kurt; Wagner, Martin - In: Journal of empirical finance 16 (2009) 2, pp. 330-336
Persistent link: https://www.econbiz.de/10003839340
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Learning in financial markets
Pástor, Ľuboš; Veronesi, Pietro - 2009
Persistent link: https://www.econbiz.de/10003807976
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Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico; Kaniel, Ron - 2009
Persistent link: https://www.econbiz.de/10003887136
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Performance maximization of actively managed fund
Guasoni, Paolo; Huberman, Gur; Wang, Zhenyu - 2010
Persistent link: https://www.econbiz.de/10003948915
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Difference in interim performance and risk taking with short-sale constraints
Başak, Suleyman; Makarov, Dmitry - 2010
Persistent link: https://www.econbiz.de/10008747105
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Increasing correlations or just fat tails?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - In: Journal of empirical finance 15 (2008) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Why do institutional investors chase return trends?
Alt, Aydogan; Kaniel, Ron; Yoeli, Uzi - 2012
Persistent link: https://www.econbiz.de/10009502446
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Individual investor activity and performance
Dahlquist, Magnus; Martinez, Jose Vicente; Söderlind, Paul - 2012
Persistent link: https://www.econbiz.de/10009502465