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ECONIS (ZBW)
2,543
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1
Consuming durable goods when stock markets jump : a strategic asset allocation approach
Matos, João Amaro de
;
Silva, Nuno
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 86-104
Persistent link: https://www.econbiz.de/10010429970
Saved in:
2
Structural estimation of stock market participation costs
Khorunzhina, Natalia
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2928-2942
Persistent link: https://www.econbiz.de/10010348094
Saved in:
3
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
4
Dynamic portfolio choice and asset pricing with differential information
Zhou, Chunsheng
- In:
Journal of economic dynamics & control
22
(
1998
)
7
,
pp. 1027-1051
Persistent link: https://www.econbiz.de/10001243969
Saved in:
5
Optimal consumption choices for a "large" investor
Cuoco, Domenico
- In:
Journal of economic dynamics & control
22
(
1998
)
3
,
pp. 401-436
Persistent link: https://www.econbiz.de/10001236589
Saved in:
6
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
7
Equilibrium asset pricing with Epstein-Zin and loss-averse investors
Guo, Jing
;
He, Xue Dong
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 86-108
Persistent link: https://www.econbiz.de/10011817209
Saved in:
8
Portfolio selection with consumption ratcheting
Jeon, Junkee
;
Koo, Hyeng-keun
;
Shin, Yong Hyun
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 153-182
Persistent link: https://www.econbiz.de/10011974418
Saved in:
9
A direct test for mean variance efficiency of portfolio
Basak, Gopal
;
Jagannathan, Ravi
;
Sun, Guoqiang
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1195-1215
Persistent link: https://www.econbiz.de/10001656077
Saved in:
10
Intertemporal surplus management
Rudolf, Markus
;
Ziemba, William T.
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
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