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Volatilität
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ECONIS (ZBW)
797
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1
Dynamic consumption and portfolio choice with stochastic
volatility
in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
2
The role of portfolio constraints in the international propagation of shocks
Pavlova, Anna
;
Rigobón, Roberto
-
2008
Persistent link: https://www.econbiz.de/10003639754
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3
The cross-section and time-series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2012
Persistent link: https://www.econbiz.de/10009577595
Saved in:
4
Portfolio inertia and stock market fluctuations
Bilias, Yannis
;
Georgarakos, Dimitris
;
Haliassos, Michalis
-
2009
Persistent link: https://www.econbiz.de/10003830691
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5
Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy
;
Vassalou, Maria
-
1999
Persistent link: https://www.econbiz.de/10001406203
Saved in:
6
Asset allocation and monetary policy : evidence from the eurozone
Hau, Harald
;
Lai, Sandy
-
2013
Persistent link: https://www.econbiz.de/10010188636
Saved in:
7
EMU and portfolio diversification opportunities
Adjaoute, Kpate
-
2001
Persistent link: https://www.econbiz.de/10013423632
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8
Improving portfolio selection using option-implied
volatility
and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
9
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2007
Persistent link: https://www.econbiz.de/10003618043
Saved in:
10
Equilibrium portfolio strategies in the presence of sentiment risk and excess
volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
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