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Keeping up with the Joneses and optimal diversification
Levy, Moshe; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Do commodities add value in multi-asset portfolios? : an out-of-sample analysis for different investment strategies
Bessler, Wolfgang; Wolff, Dominik - In: Journal of banking & finance 60 (2015), pp. 1-20
Persistent link: https://www.econbiz.de/10011544827
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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Optimal reinsurance and asset allocation under regime switching
Jang, Bong-Gyu; Kim, Kyeong Tae - In: Journal of banking & finance 56 (2015), pp. 37-47
Persistent link: https://www.econbiz.de/10011488574
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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
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Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie; Han, Bing - In: Journal of banking & finance 73 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011635615