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~isPartOf:"Journal of economic dynamics & control"
~person:"Lioui, Abraham"
~person:"Mehra, Rajnish"
~subject:"Theorie"
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Lioui, Abraham
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Journal of economic dynamics & control
The journal of futures markets
5
Working paper / National Bureau of Economic Research, Inc.
5
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4
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4
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4
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2
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2
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1
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Special double issue: Finance
Mehra, Rajnish
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001656066
Saved in:
4
Mood fluctuations, projection bias, and volatility of equity prices
Mehra, Rajnish
;
Sah, Raaj Kumar
- In:
Journal of economic dynamics & control
26
(
2002
)
5
,
pp. 869-887
Persistent link: https://www.econbiz.de/10001636628
Saved in:
5
Special issue on: applications of finance
Mehra, Rajnish
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10001525290
Saved in:
6
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
Saved in:
7
The equity premium and the allocation of income risk
Danthine, Jean-Pierre
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 509-532
Persistent link: https://www.econbiz.de/10001130452
Saved in:
8
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
Saved in:
9
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
Saved in:
10
On some computational aspects of equilibrium business cycle
theory
Danthine, Jean-Pierre
- In:
Journal of economic dynamics & control
13
(
1989
)
3
,
pp. 449-470
Persistent link: https://www.econbiz.de/10001069484
Saved in:
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