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Theory of dynamic portfolio choice for maximization of survival probability
Roy, Santanu - 1992
Persistent link: https://www.econbiz.de/10000122474
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A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van; Pennings, Enrico; Smit, Han T. J. - 2008
Persistent link: https://www.econbiz.de/10003645082
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Retirement flexibility and portfolio choice in general equilibrium
Adema, Yvonne; Bonenkamp, Jan; Meijdam, Lex - 2011
Persistent link: https://www.econbiz.de/10008907844
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Dynamic correlation or tail dependence hedging for portfolio selection
Elkamhi, Redouane; Stefanova, Denitsa - 2011
Persistent link: https://www.econbiz.de/10008907847
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A subjective assessment of approximate probalities with a portfolio application
Smimou, Kamal; Bector, Chhajju R.; Jacoby, G. - In: Research in international business and finance 21 (2007) 2, pp. 134-160
Persistent link: https://www.econbiz.de/10003478835
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Aportfolio based theory of excessive foreign borrowing and capital control in a small open economy
Marjit, Sugata; Pranab Kumar Das; Bardhan, Samaresh - In: Research in international business and finance 21 (2007) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10003478840
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Modeling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad; Vaart, Aad W. van der; Lucas, André - 2006
Persistent link: https://www.econbiz.de/10003392203
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The downside risk of heavy tails induces low diversification
Hyung, Namwon; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10008655194
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Stochastic dominance efficiency analysis of diversified portfolios : classification, comparison and refinements
Lizyayev, Andrey - 2010
Persistent link: https://www.econbiz.de/10008655195
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Robust optimization of the equity momentum strategy
Oord, Arco van; Martens, Martin; Dijk, Herman K. van - 2009
Persistent link: https://www.econbiz.de/10003813788