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~isPartOf:"Journal of economic dynamics & control"
~subject:"Firm valuation"
~subject:"Portfolio-Management"
~subject:"Risikoprämie"
~subject:"Risk aversion"
~subject:"Volatilität"
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Firm valuation
Portfolio-Management
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Risk aversion
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Guo, Bin
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Journal of economic dynamics & control
NBER working paper series
354
Working paper / National Bureau of Economic Research, Inc.
328
NBER Working Paper
277
Journal of banking & finance
244
Journal of financial economics
241
Finance research letters
158
The review of financial studies
151
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
147
Journal of international money and finance
137
Discussion paper / Centre for Economic Policy Research
129
The journal of finance : the journal of the American Finance Association
119
International review of financial analysis
111
Journal of empirical finance
111
International review of economics & finance : IREF
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Economics letters
100
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94
Journal of international financial markets, institutions & money
90
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The North American journal of economics and finance : a journal of financial economics studies
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68
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67
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Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
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2
A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
26
(
2002
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001636259
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3
An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
Abel, Andrew B.
- In:
Journal of economic dynamics & control
21
(
1997
)
4
,
pp. 831-852
Persistent link: https://www.econbiz.de/10001221212
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4
Interest rate, demand and input price uncertainty and the value of firms
French, George E.
- In:
Journal of economic dynamics & control
9
(
1985
)
4
,
pp. 457-476
Persistent link: https://www.econbiz.de/10001033660
Saved in:
5
Exit, selection, and the value of firms
Hopenhayn, Hugo Andrés
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 621-653
Persistent link: https://www.econbiz.de/10001130440
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6
A simple model of incomplete insurance : the case of permanent shocks
Saitō, Makoto
- In:
Journal of economic dynamics & control
22
(
1998
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10001239290
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7
Crash states and the equity premium : solving one puzzle raises another
Salyer, Kevin Duff
- In:
Journal of economic dynamics & control
22
(
1998
)
6
,
pp. 955-965
Persistent link: https://www.econbiz.de/10001241694
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8
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
Saved in:
9
Monetary policy and the term premium
Fuerst, Timothy S.
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011474222
Saved in:
10
Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
Alonso, Irasema
;
Prado, Mauricio
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 78-92
Persistent link: https://www.econbiz.de/10011474271
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