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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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Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Journal of economic dynamics & control 92 (2018), pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
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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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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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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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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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Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
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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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Life-cycle stock market participation in taxable and tax-deferred accounts
Zhou, Jie - In: Journal of economic dynamics & control 36 (2012) 11, pp. 1814-1829
Persistent link: https://www.econbiz.de/10009701927
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Structural estimation of stock market participation costs
Khorunzhina, Natalia - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2928-2942
Persistent link: https://www.econbiz.de/10010348094