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A learning curve of the market : chasing alpha of socially responsible firms
Li, Zhichuan; Minor, Dylan; Wang, Jun; Yu, Chong - In: Journal of economic dynamics & control 109 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012314032
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Analysts' underreaction and momentum strategies
Gonçalves de Azevedo, Vitor - In: Journal of economic dynamics & control 146 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014478144
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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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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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The effects of uncertainty on optimal consumption
Mason, Robin; Wright, Stephen - In: Journal of economic dynamics & control 25 (2001) 1/2, pp. 185-212
Persistent link: https://www.econbiz.de/10001518181
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Short-run risk, business cycle, and the value premium
He, Yunhao; Leippold, Markus - In: Journal of economic dynamics & control 120 (2020), pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
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Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia; Wagner, Niklas F. - In: Journal of economic dynamics & control 121 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
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Risks and risk premia in the US Treasury market
Li, Junye; Sarno, Lucio; Zinna, Gabriele - In: Journal of economic dynamics & control 158 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
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Q-learning agents in a Cournot oligopoly model
Waltman, Ludo; Kaymak, Uzay - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3275-3293
Persistent link: https://www.econbiz.de/10003775840
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Environmental policy and stable collusion : the case of a dynamic polluting oligopoly
Benchekroun, Hassan; Chaudhuri, Amrita Ray - In: Journal of economic dynamics & control 35 (2011) 4, pp. 479-490
Persistent link: https://www.econbiz.de/10009240619