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The asset allocation puzzle is still a puzzle
Lioui, Abraham - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1185-1216
Persistent link: https://www.econbiz.de/10003443369
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Solving the incomplete market model with aggregate uncertainty using a perturbation method
Kim, Sŏng-hyŏn; Kollmann, Robert; Kim, Jinill - In: Journal of economic dynamics & control 34 (2010) 1, pp. 50-58
Persistent link: https://www.econbiz.de/10003922098
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On optimal portfolio choice under stochastic interest rates
Lioui, Abraham; Poncet, Patrice - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
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Explaining international comovements of output and asset returns : the role of money and nominal rigities
Kollmann, Robert - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1547-1583
Persistent link: https://www.econbiz.de/10001603794
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Incomplete asset markets and the cross-country consumption correlation puzzle
Kollmann, Robert - In: Journal of economic dynamics & control 20 (1996) 5, pp. 945-961
Persistent link: https://www.econbiz.de/10001198038
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Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
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Optimal spreading when spreading is optimal
Lioui, Abraham - In: Journal of economic dynamics & control 23 (1998) 2, pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
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Dynamic asset pricing with non-redundant forwards
Lioui, Abraham; Poncet, Patrice - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089
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Liquidity traps in a world economy
Kollmann, Robert - In: Journal of economic dynamics & control 132 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10013259030
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Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267