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Sector-specific optimum asset allocation : an example for non-life insurers

Curtillet, Jean-Christophe; Dieudonné, Mathieu - In: The journal of asset management 7 (2007) 6, pp. 404-411

Persistent link: https://www.econbiz.de/10003439382

Time-varying risk and return characteristics of US and European bond markets: implications for efficient portfolio allocation

Young, Philip J.; Payne, Thomas H.; Johnson, Robert R. - In: The journal of asset management 8 (2007/08) 5, pp. 337-350

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Markov-switching asset allocation : do profitable strategies exist?

Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André - In: The journal of asset management 12 (2011) 5, pp. 310-321

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Investment choice and performance potential in the mutual fund industry

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Forecasting index changes in the German DAX family

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Portfolio implications of job-specific human capital risk

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Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework

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Can robust portfolio optimisation help to build better portfolios?

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Dual representation of choice and aspirational preferences

Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2010

The appendix can be found at: "http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2005194" http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2005194 We consider choice over uncertain, monetary payoffs and study a general class of preferences. These preferences favor diversification, except...

Persistent link: https://www.econbiz.de/10003970449

Portfolio selection with narrow framing : probability weighting matters

De Giorgi, Enrico; Legg, Shane - 2009 - This version: June 9, 2009

and a convex-concave value function reinforces previous applications of narrow framing and cumulative prospect theory to …

Persistent link: https://www.econbiz.de/10003970464

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