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Dynamic mean-variance asset allocation
Başak, Suleyman; Chabakauri, Georgy - 2009
Persistent link: https://www.econbiz.de/10003835659
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Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2011
Persistent link: https://www.econbiz.de/10009155906
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Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V. - 2002
Persistent link: https://www.econbiz.de/10013423918
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Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter; Weber, Martin - 2003
Persistent link: https://www.econbiz.de/10001748020
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Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
Nielsen, Lars Tyge - 1997
Persistent link: https://www.econbiz.de/10013422360
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Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin - 1998
Persistent link: https://www.econbiz.de/10013422421
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An evaluation of international asset pricing models
Dahlquist, Magnus - 2002
Persistent link: https://www.econbiz.de/10013423746
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Systemic risk and international portfolio choice
Das, Sanjiv R. - 2002
Persistent link: https://www.econbiz.de/10013423895
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
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Hedging, familiarity and portfolio choice
Massa, Massimo; Simonov, Andrei - 2004
Persistent link: https://www.econbiz.de/10002518278