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Optimal granularity for portfolio choice
Branger, Nicole; Lučivjanská, Katarína; … - In: Journal of empirical finance 50 (2019), pp. 125-146
Persistent link: https://www.econbiz.de/10012169950
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Asset pricing model uncertainty
Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
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Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian; Hock, Thorsten - In: Journal of empirical finance 72 (2023), pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Risk spillovers in international equity portfolios
Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo - In: Journal of empirical finance 24 (2013), pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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Long-run consumption risk and asset allocation under recursive utility and rational inattention
Luo, Yulei; Young, Eric R. - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 325-362
Persistent link: https://www.econbiz.de/10011516537
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Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg; Mitov, Georgi; Rüschendorf, Ludger - In: Journal of empirical finance 32 (2015), pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
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Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim - In: Journal of empirical finance 34 (2015), pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
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Heterogeneous background risks and portfolio choice : evidence from micro-level data
Palia, Darius; Qi, Yaxuan; Wu, Yangru - In: Journal of money, credit and banking : JMCB 46 (2014) 8, pp. 1687-1720
Persistent link: https://www.econbiz.de/10010470086
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Arbitrage equilibrium with transaction costs
Niehans, Jürg - In: Journal of money, credit and banking : JMCB 26 (1994) 2, pp. 249-270
Persistent link: https://www.econbiz.de/10001167206