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Market risk and asset prices
Smith, Richard Todd - In: Journal of economic dynamics & control 17 (1993) 4, pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
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Portfolio choice with Knightian uncertainty
Orszag, Jonathan Michael - In: Journal of economic dynamics & control 19 (1995) 5, pp. 873-900
Persistent link: https://www.econbiz.de/10001184981
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Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
Bardhan, Indrajit - In: Journal of economic dynamics & control 20 (1996) 1, pp. 361-384
Persistent link: https://www.econbiz.de/10001190603
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Optimal portfolio and consumption decisions in a stochastic environment with precommitment
Ehrlich, Isaac - In: Journal of economic dynamics & control 19 (1995) 3, pp. 457-480
Persistent link: https://www.econbiz.de/10001172932
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Monetary policy and risk taking
Angeloni, Ignazio; Faia, Ester; Lo Duca, Marco - In: Journal of economic dynamics & control 52 (2015), pp. 285-307
Persistent link: https://www.econbiz.de/10011474207
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Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata; Renò, Roberto - In: Journal of economic dynamics & control 94 (2018), pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
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Model-free CPPI
Schied, Alexander - In: Journal of economic dynamics & control 40 (2014), pp. 84-94
Persistent link: https://www.econbiz.de/10010424446
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Consumption-based CAPM with belief heterogeneity
Shi, Lei - In: Journal of economic dynamics & control 65 (2016), pp. 30-46
Persistent link: https://www.econbiz.de/10011708306
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Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf; Rösch, Daniel - In: Journal of economic dynamics & control 68 (2016), pp. 45-63
Persistent link: https://www.econbiz.de/10011708407