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Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido; Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of banking & finance 36 (2012) 12, pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
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Risk aversion and skewness preferences
Post, Thierry; Vliet, Willem Nicolaas van; Levy, Haim - In: Journal of banking & finance 32 (2008) 7, pp. 1178-1187
Persistent link: https://www.econbiz.de/10003749158
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A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
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Investing in deflation, inflation, and stagflation regimes
Baltussen, Guido; Swinkels, Laurens; Vliet, Bart van; … - In: Financial analysts journal : FAJ 79 (2023) 3, pp. 5-32
Persistent link: https://www.econbiz.de/10014321636