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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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Experimental studies of signaling games
Winden, Frans A. A. M. van - 1997
Persistent link: https://www.econbiz.de/10000956144
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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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Defending against speculative attacks : a hybrid model of exchange market pressure and crises
Danie͏̈ls, Tijmen R.; Jager, Henk; Klaassen, Franc - 2008
Persistent link: https://www.econbiz.de/10003774461
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Axiomatizations of a positional power score and measure for hierarchies
Brink, René van den; Steffen, Frank - 2008
Persistent link: https://www.econbiz.de/10003811430
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Last-in first-out oligopoly dynamics
Abbring, Jaap H.; Campbell, Jeffrey R. - 2006
Persistent link: https://www.econbiz.de/10003408417
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Directed search in the housing market
Albrecht, James W.; Gautier, Pieter; Vroman, Susan B. - 2010
Persistent link: https://www.econbiz.de/10003934200
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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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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