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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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Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10013423602
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Strategic asset allocation in a continuous time VAR model
Campbell, John Y. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001903027
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Foreign currency for long-term investors
Campbell, John Y. - 2002
Persistent link: https://www.econbiz.de/10013424043
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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
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Monetary policy shocks and portfolio choice
Fratzscher, Marcel; Saborowski, Christian; Straub, Roland - 2010
Persistent link: https://www.econbiz.de/10008796419
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Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman - 2013
Persistent link: https://www.econbiz.de/10009745642
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Macroeconomic influences on optimal asset allocation
Flavin, Thomas; Wickens, Michael R. - 2002
Persistent link: https://www.econbiz.de/10013423720
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Performance comparisons and dynamic incentives
Meyer, Margaret A.; Vickers, John - 1995
Persistent link: https://www.econbiz.de/10000553300
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Information sharing in credit markets
Pagano, Marco; Jappelli, Tullio - 1991
Persistent link: https://www.econbiz.de/10000135204