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A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation
Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803796
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
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Portfolio choice and mortality-contingent claims : the general HARA case
Huang, Huaxiong; Milevsky, Moshe Arye - In: Journal of banking & finance 32 (2008) 11, pp. 2444-2452
Persistent link: https://www.econbiz.de/10003787225
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Time-consistency in managing a commodity portfolio : a dynamic risk measure approach
Geman, Hélyette; Ohana, Steve - In: Journal of banking & finance 32 (2008) 10, pp. 1991-2005
Persistent link: https://www.econbiz.de/10003778564
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Robust optimization of conditional value at risk and portfolio selection
Quaranta, Anna Grazia; Zaffaroni, Alberto - In: Journal of banking & finance 32 (2008) 10, pp. 2046-2056
Persistent link: https://www.econbiz.de/10003778582
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Spectral risk measures and portfolio selection
Adam, Alexandre; Houkari, Mohamed; Laurent, Jean-Paul - In: Journal of banking & finance 32 (2008) 9, pp. 1870-1882
Persistent link: https://www.econbiz.de/10003774969
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Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - In: Journal of banking & finance 32 (2008) 9, pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of banking & finance 28 (2004) 8, pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373