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1
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
Saved in:
2
Analytical methods for
hedging
systematic credit risk with linear factor portfolios
Rosen, Dan
;
Saunders, David M.
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 37-52
Persistent link: https://www.econbiz.de/10003810124
Saved in:
3
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
Saved in:
4
On infinite-horizon minimum-cost
hedging
under cone constraints
Huang, Kevin X. D.
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10001703402
Saved in:
5
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
Saved in:
6
Minimum-cost portfolio insurance
Aliprantis, Charalambos D.
;
Brown, D. J.
;
Werner, Jan
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1703-1719
Persistent link: https://www.econbiz.de/10001508766
Saved in:
7
Hedging
exotic derivatives through stochastic optimization
Hénaff, Patrick
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1453-1466
Persistent link: https://www.econbiz.de/10001250752
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8
Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.
;
Kouwenberg, Roy
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1069-1097
Persistent link: https://www.econbiz.de/10001734561
Saved in:
9
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
10
Hedging
recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
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