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Consumption-portfolio choice with preferences for cash
Kraft, Holger; Weiss, Farina - In: Journal of economic dynamics & control 98 (2019), pp. 40-59
Persistent link: https://www.econbiz.de/10012130690
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Does relative risk aversion vary with wealth? : evidence from households׳ portfolio choice data
Liu, Xuan; Yang, Fang; Cai, Zongwu - In: Journal of economic dynamics & control 69 (2016), pp. 229-248
Persistent link: https://www.econbiz.de/10011708541
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On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Cong, F.; Oosterlee, Cornelis Willebrordus - In: Journal of economic dynamics & control 70 (2016), pp. 178-193
Persistent link: https://www.econbiz.de/10011708681
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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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Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
De Giorgi, Enrico; Legg, Shane - In: Journal of economic dynamics & control 36 (2012) 7, pp. 951-972
Persistent link: https://www.econbiz.de/10009573428
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Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
Zimper, Alexander - In: Journal of economic dynamics & control 36 (2012) 4, pp. 610-628
Persistent link: https://www.econbiz.de/10009554332
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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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Portfolio selection in a data-rich environment
Bouaddi, Mohammed; Taamouti, Abderrahim - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2943-2962
Persistent link: https://www.econbiz.de/10010348093
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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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Solving asset pricing models with stochastic volatility
De Groot, Oliver - In: Journal of economic dynamics & control 52 (2015), pp. 308-321
Persistent link: https://www.econbiz.de/10011474217