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Portfolio selection
174
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33
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Economic modelling
NBER working paper series
670
Journal of banking & finance
612
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586
Finance research letters
533
European journal of operational research : EJOR
495
NBER Working Paper
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Economics letters
347
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327
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309
International review of financial analysis
304
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293
Journal of economic dynamics & control
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255
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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186
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184
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The North American journal of economics and finance : a journal of financial economics studies
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IZA Discussion Papers
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ECONIS (ZBW)
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1
Mental accounts with horizon and asymmetry preferences
Hübner, Georges
;
Lejeune, Thomas
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163929
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2
A time-varying hedonic approach to quantifying the effects of loss aversion on house prices
Greenaway-McGrevy, Ryan
;
Sorensen, Kade
- In:
Economic modelling
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012795792
Saved in:
3
Generalized asset pricing : Expected Downside Risk-based equilibrium modeling
Ormos, Mihály
;
Timotity, Dusán
- In:
Economic modelling
52
(
2016
),
pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
Saved in:
4
Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
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5
Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching
Wu, Huiling
;
Chen, Hua
- In:
Economic modelling
46
(
2015
),
pp. 79-90
Persistent link: https://www.econbiz.de/10011436534
Saved in:
6
Is gold different for risk-averse and risk-seeking investors? : an empirical analysis of the Shanghai Gold Exchange
Hoang, Thi Hong Van
;
Wong, Wing Keung
;
Zhu, Zhenzhen
- In:
Economic modelling
50
(
2015
),
pp. 200-211
Persistent link: https://www.econbiz.de/10011440507
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7
The impact of hedging on risk-averse agents’ output decisions
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164193
Saved in:
8
Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
9
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
10
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
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