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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
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Management compensation and market timing under portfolio constraints
Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1600-1625
Persistent link: https://www.econbiz.de/10009701968
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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
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Asset pricing from primitives : closed form solutions to asset prices, consumption, and portfolio demands
Athanasoulis, Stefano - In: Journal of economic dynamics & control 29 (2005) 3, pp. 423-447
Persistent link: https://www.econbiz.de/10002611179
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The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1547-1576
Persistent link: https://www.econbiz.de/10003068779
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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
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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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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
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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
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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