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~isPartOf:"Journal of economic dynamics & control"
~person:"Cvitanić, Jakša"
~person:"Uppal, Raman"
~subject:"Allocative efficiency"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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Cvitanić, Jakša
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Journal of economic dynamics & control
Discussion paper / Centre for Economic Policy Research
16
IFA working paper
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Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
7
The review of financial studies
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Optimal consumption choices for a "large" investor
Cuoco, Domenico
- In:
Journal of economic dynamics & control
22
(
1998
)
3
,
pp. 401-436
Persistent link: https://www.econbiz.de/10001236589
Saved in:
2
Monte Carlo computation of optimal portfolios in complete markets
Cvitanić, Jakša
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 971-986
Persistent link: https://www.econbiz.de/10001734464
Saved in:
3
The role of
risk
aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 967-991
Persistent link: https://www.econbiz.de/10003327662
Saved in:
4
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1649
Persistent link: https://www.econbiz.de/10003732541
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