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1
Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje
;
Schoenmakers, John
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
Saved in:
2
Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
Saved in:
3
Interest rates and financial fragility
Li, Yang
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 195-205
Persistent link: https://www.econbiz.de/10011915565
Saved in:
4
Optimal debt management in a
liquidity
trap
Bouakez, Hafedh
;
Oikonomou, Rigas
;
Priftis, Romanos
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 5-21
Persistent link: https://www.econbiz.de/10011974451
Saved in:
5
The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
Saved in:
6
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver
;
Zhang, Hai
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
Saved in:
7
Nonparametric tests for market timing ability using daily mutual fund returns
Ding, Jing
;
Jiang, Lei
;
Liu, Xiaohui
;
Peng, Liang
- In:
Journal of economic dynamics & control
150
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014287781
Saved in:
8
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
Saved in:
9
Portfolio choice under transitory price impact
Isaenko, Sergei
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2375-2389
Persistent link: https://www.econbiz.de/10009008866
Saved in:
10
Evolutionary portfolio selection with
liquidity
shocks
De Giorgi, Enrico
- In:
Journal of economic dynamics & control
32
(
2008
)
4
,
pp. 1088-1119
Persistent link: https://www.econbiz.de/10003723658
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