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Risks of Large Portfolios
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ECONIS (ZBW)
4,726
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1
Risk
return and portfolio allocation under alternative pension systems with imperfect financial markets
Miles, David
-
2001
Persistent link: https://www.econbiz.de/10013423389
Saved in:
2
Relative factor endowments and international portfolio choice
Cuñat, Alejandro
;
Fons-Rosen, Christian
-
2008
Persistent link: https://www.econbiz.de/10003728593
Saved in:
3
The international diversification puzzle is not as bad as you think
Heathcote, Jonathan
;
Perri, Fabrizio
-
2008
Persistent link: https://www.econbiz.de/10003774023
Saved in:
4
Asset commonality, debt maturity and systemic
risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2011
Persistent link: https://www.econbiz.de/10009259680
Saved in:
5
Portfolio allocation and international
risk
sharing
Benigno, Gianluca
;
Küçük, Hande
-
2012
Persistent link: https://www.econbiz.de/10009512083
Saved in:
6
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
Saved in:
7
Portfolio choice with internal habit formation : a life-cycle model with uninsurable labour income
risk
Gomes, Francisco J.
;
Michaelides, Alex
-
2003
Persistent link: https://www.econbiz.de/10001757001
Saved in:
8
The foreign exchange
risk
premium in a target zone with devaluation
risk
Svensson, Lars E. O.
-
1991
Persistent link: https://www.econbiz.de/10013421811
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9
Income
risk
, borrowing constraints and portfolio choice
Guiso, Luigi
-
1994
Persistent link: https://www.econbiz.de/10013421971
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10
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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