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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
The review of financial studies
37
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Equilibrium with new investment opportunities
Wang, Tan
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1751-1773
Persistent link: https://www.econbiz.de/10001599255
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2
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1649
Persistent link: https://www.econbiz.de/10003732541
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3
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
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4
Monte Carlo methods for security pricing
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
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5
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1649
Persistent link: https://www.econbiz.de/10007995563
Saved in:
6
Equilibrium with new investment opportunities
Wang, Tan
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1751-1774
Persistent link: https://www.econbiz.de/10006773547
Saved in:
7
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1650
Persistent link: https://www.econbiz.de/10008883615
Saved in:
8
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 967-991
Persistent link: https://www.econbiz.de/10003327662
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