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1
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu
;
Lee, Seungkyu
;
Lim, Byung Hwa
- In:
Finance research letters
18
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
Saved in:
2
Multi-objective portfolio selection considering expected and total
utility
Wang, Xianhe
;
Ouyang, Yuliang
;
Li, You
;
Liu, Shu
;
Teng, Long
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014632164
Saved in:
3
Dynamic asset allocation and consumption with the indirect
utility
function
Chibane, Messaoud
;
Six, Pierre
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014553017
Saved in:
4
Approximate
utility
Dybvig, Philip H.
;
Li, Shu
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10015078525
Saved in:
5
A generalized coherent
risk
measure : the firm's perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Finance research letters
2
(
2005
)
1
,
pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Saved in:
6
Temporal aggregation and
risk
-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Saved in:
7
Equity duration and convexity when firms can fail or stagnate
Shaffer, Sherrill
- In:
Finance research letters
4
(
2007
)
4
,
pp. 233-241
Persistent link: https://www.econbiz.de/10003702509
Saved in:
8
Optimal portfolio choice for investors with industry-specific labor income risks
Tsai, Hui-Ju
;
Wu, Yangru
- In:
Finance research letters
11
(
2014
)
4
,
pp. 429-436
Persistent link: https://www.econbiz.de/10011300433
Saved in:
9
Investing in gold : individual asset
risk
in the long run
Michis, Antonis A.
- In:
Finance research letters
11
(
2014
)
4
,
pp. 369-374
Persistent link: https://www.econbiz.de/10011300440
Saved in:
10
Hedging house price
risk
with futures contracts after the bubble burst
Schorno, Patrick J.
;
Swidler, Steven Mark
;
Wittry, …
- In:
Finance research letters
11
(
2014
)
4
,
pp. 332-340
Persistent link: https://www.econbiz.de/10011300445
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