Narrow search
Showing 1 - 10 of 347
Cover Image
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Cover Image
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip - In: Finance and stochastics 23 (2019) 1, pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Cover Image
Mean field portfolio games
Fu, Guanxing; Zhou, Chao - In: Finance and stochastics 27 (2023) 1, pp. 189-231
Persistent link: https://www.econbiz.de/10013489591
Cover Image
International portfolio choice and asset pricing : an integrative survey
Stulz, René M. - 1994
Persistent link: https://www.econbiz.de/10000883027
Cover Image
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel - 1994
Persistent link: https://www.econbiz.de/10000888096
Cover Image
Currency hedging over long horizons
Froot, Kenneth - 1993
Persistent link: https://www.econbiz.de/10000867502
Cover Image
Taxation of labor income and the demand for risky assets
Elmendorf, Douglas W. - 1991
Persistent link: https://www.econbiz.de/10000827049
Cover Image
Bank portfolio choice with private information about loan quality : theory and implications for regulation
Lucas, Deborah J.; McDonald, Robert L. - 1987
Persistent link: https://www.econbiz.de/10000753140
Cover Image
Uncertainty and liquidity
Giovannini, Alberto - 1987
Persistent link: https://www.econbiz.de/10000724900
Cover Image
Investor sentiment and the closed-end fund puzzle
Lee, Charles M. C.; Shleifer, Andrei; Thaler, Richard H. - 1990
Persistent link: https://www.econbiz.de/10000800334