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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
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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
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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
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Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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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
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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
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Estimating the intensity of choice in a dynamic mutual fund allocation decision
Goldbaum, David; Mizrach, Bruce Marshall - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3866-3876
Persistent link: https://www.econbiz.de/10003804775
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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
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An exploration of the effects of pessimism and doubt asset returns
Abel, Andrew B. - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1075-1092
Persistent link: https://www.econbiz.de/10001656068
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The disposition effect and underreaction to private information
Janssen, Dirk-Jan; Li, Jiangyan; Qiu, Jianying; Weitzel, Utz - In: Journal of economic dynamics & control 113 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012502461