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~isPartOf:"Journal of economic dynamics & control"
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ECONIS (ZBW)
501
Showing
1
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10
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501
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1
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock
volatility
risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
2
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:
3
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:
4
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:
5
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
6
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
7
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
8
Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
Chauveau, Thierry
;
Subbotin, Alexander
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10009738270
Saved in:
9
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
10
High-frequency
volatility
modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
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